+167.0%
CVX vs ET
+241.8%
-74.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +9.8% | +2.9% | +7.0% | +7.9% |
| 3M | +16.2% | +16.8% | -0.6% | +6.0% |
| 6M | +13.6% | +18.9% | -5.3% | +2.7% |
| YTD | +44.4% | +37.7% | +6.7% | +19.7% |
| 1Y | +40.6% | +32.4% | +8.2% | +19.2% |
| 3Y | +48.2% | +99.5% | -51.3% | -5.2% |
| All | +167.0% | +241.8% | -74.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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