+47.0%
CVX vs EOSE
-85.5%
+132.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.6% | -16.3% | -3.2% |
| 7D | -5.3% | +9.7% | -15.1% | -4.9% |
| 30D | +5.1% | -34.6% | +39.6% | +4.1% |
| 3M | +14.9% | -50.8% | +65.7% | +13.2% |
| 6M | +14.9% | -66.5% | +81.3% | +12.6% |
| YTD | +46.3% | -81.3% | +127.7% | +44.4% |
| 1Y | +47.0% | -84.8% | +131.8% | +45.3% |
| All | +47.0% | -85.5% | +132.5% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EOSE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling