+125.6%
CVX vs ES
+1.4%
+124.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.4% |
| 7D | -9.7% | +1.9% | -11.6% | -10.1% |
| 30D | +3.6% | +7.1% | -3.4% | +2.3% |
| 3M | +13.3% | -1.9% | +15.3% | +13.6% |
| 6M | +16.9% | +4.4% | +12.5% | +15.5% |
| YTD | +43.4% | +7.3% | +36.1% | +40.4% |
| 1Y | +44.5% | +2.1% | +42.4% | +42.7% |
| 3Y | +64.0% | +41.8% | +22.1% | +47.4% |
| All | +125.6% | +1.4% | +124.2% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling