+167.0%
CVX vs EOSE
-70.0%
+237.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +2.6% | +1.8% | +0.8% | +2.6% |
| 30D | +9.8% | -6.8% | +16.7% | +9.9% |
| 3M | +16.2% | -36.3% | +52.5% | +17.1% |
| 6M | +13.6% | -38.8% | +52.4% | +14.0% |
| YTD | +44.4% | -65.5% | +109.9% | +46.5% |
| 1Y | +40.6% | -45.3% | +85.9% | +39.6% |
| 3Y | +48.2% | +44.2% | +4.0% | +35.6% |
| All | +167.0% | -70.0% | +237.0% | +150.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling