+221.9%
CVX vs ESI
+308.3%
-86.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +1.0% | +3.9% | -3.0% | -0.2% |
| 30D | +10.7% | -3.8% | +14.4% | +11.6% |
| 3M | +15.5% | -13.1% | +28.6% | +18.4% |
| 6M | +14.9% | +11.3% | +3.6% | +6.4% |
| YTD | +44.2% | +44.1% | +0.1% | +20.8% |
| 1Y | +43.5% | +40.3% | +3.2% | +20.5% |
| 3Y | +45.0% | +84.1% | -39.1% | +5.8% |
| 5Y | +172.2% | +75.8% | +96.3% | +93.5% |
| 10Y | +221.9% | +320.7% | -98.8% | +52.3% |
| All | +221.9% | +308.3% | -86.4% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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