+126.1%
CVX vs ESI
+39.6%
+86.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -6.2% | -6.6% | +0.4% | -5.5% |
| 30D | -0.4% | -9.8% | +9.5% | +0.7% |
| 3M | +9.3% | -11.9% | +21.2% | +10.6% |
| 6M | +18.4% | -25.1% | +43.5% | +21.7% |
| YTD | +42.5% | +31.9% | +10.6% | +28.7% |
| 1Y | +41.0% | +19.2% | +21.9% | +30.3% |
| 3Y | +67.5% | +76.2% | -8.7% | +37.0% |
| 5Y | +126.1% | +39.4% | +86.7% | +89.1% |
| All | +126.1% | +39.6% | +86.5% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling