+4,775.6%
CVX vs ES
+1,235.9%
+3,539.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.8% |
| 7D | -9.7% | +1.9% | -11.6% | -10.4% |
| 30D | +3.6% | +7.1% | -3.4% | +1.2% |
| 3M | +13.3% | -1.9% | +15.3% | +13.7% |
| 6M | +16.9% | +4.4% | +12.5% | +14.6% |
| YTD | +43.4% | +7.3% | +36.1% | +38.8% |
| 1Y | +44.5% | +2.1% | +42.4% | +41.6% |
| 3Y | +64.0% | +41.8% | +22.1% | +41.3% |
| 5Y | +126.4% | +1.4% | +125.0% | +115.3% |
| 10Y | +209.4% | +86.8% | +122.6% | +134.6% |
| All | +4,775.6% | +1,235.9% | +3,539.6% | +2,214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling