+204.3%
CVX vs ESI
+207.0%
-2.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | 0.0% |
| 7D | -1.7% | +1.8% | -3.5% | -2.3% |
| 30D | -0.8% | -6.6% | +5.8% | +0.5% |
| 3M | +9.4% | -9.4% | +18.8% | +11.1% |
| 6M | +17.5% | -24.1% | +41.6% | +23.0% |
| YTD | +43.8% | +37.1% | +6.7% | +25.9% |
| 1Y | +41.9% | +24.5% | +17.3% | +27.2% |
| 3Y | +69.1% | +83.2% | -14.0% | +32.3% |
| 5Y | +128.3% | +44.0% | +84.3% | +86.6% |
| 10Y | +204.9% | +332.8% | -127.9% | +76.8% |
| All | +204.3% | +207.0% | -2.6% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling