+197.6%
CVX vs ESI
+224.6%
-27.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.0% |
| 7D | +3.3% | +3.3% | 0.0% | +2.4% |
| 30D | +12.9% | -5.9% | +18.7% | +14.3% |
| 3M | +11.7% | -14.1% | +25.8% | +14.5% |
| 6M | +14.1% | +6.6% | +7.6% | +8.7% |
| YTD | +40.7% | +45.0% | -4.3% | +22.3% |
| 1Y | +37.5% | +41.5% | -4.0% | +19.7% |
| 3Y | +43.9% | +78.8% | -34.8% | +14.2% |
| 5Y | +161.5% | +70.9% | +90.6% | +104.4% |
| 10Y | +215.1% | +317.1% | -102.0% | +83.8% |
| All | +197.6% | +224.6% | -27.0% | +99.1% |
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 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