+207.2%
CVX vs ES
+85.1%
+122.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.6% | +1.4% | -2.0% | -1.0% |
| 30D | +13.4% | -1.2% | +14.6% | +13.8% |
| 3M | +11.8% | +5.0% | +6.8% | +9.9% |
| 6M | +12.4% | -2.8% | +15.3% | +12.9% |
| YTD | +41.5% | +8.6% | +32.9% | +36.7% |
| 1Y | +41.6% | +18.9% | +22.7% | +31.4% |
| 3Y | +42.2% | +32.1% | +10.1% | +24.4% |
| 5Y | +166.0% | -5.1% | +171.0% | +161.4% |
| 10Y | +207.2% | +84.2% | +123.0% | +152.1% |
| All | +207.2% | +85.1% | +122.1% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling