+42.2%
CVX vs ESI
+82.9%
-40.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.6% | +5.4% | -6.0% | -1.0% |
| 30D | +13.4% | -4.2% | +17.6% | +13.8% |
| 3M | +11.8% | -9.6% | +21.4% | +12.0% |
| 6M | +12.4% | +18.3% | -5.9% | +6.7% |
| YTD | +41.5% | +45.8% | -4.3% | +27.6% |
| 1Y | +41.6% | +39.2% | +2.4% | +28.5% |
| 3Y | +42.2% | +86.3% | -44.0% | +16.0% |
| All | +42.2% | +82.9% | -40.7% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling