+275.1%
CVX vs EOSE
-57.1%
+332.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | +0.3% |
| 7D | -0.6% | +41.4% | -42.0% | -1.4% |
| 30D | +13.4% | +3.6% | +9.8% | +13.2% |
| 3M | +11.8% | -35.7% | +47.6% | +12.6% |
| 6M | +12.4% | -29.9% | +42.3% | +12.4% |
| YTD | +41.5% | -62.5% | +104.0% | +43.2% |
| 1Y | +41.6% | -37.4% | +79.0% | +40.2% |
| 3Y | +42.2% | +55.8% | -13.6% | +31.0% |
| 5Y | +166.0% | -67.8% | +233.8% | +139.4% |
| All | +275.1% | -57.1% | +332.2% | +272.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling