+37.5%
CVX vs ETN
+20.7%
+16.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.7% | -0.9% |
| 7D | +3.3% | +2.0% | +1.3% | +3.6% |
| 30D | +12.9% | -7.9% | +20.8% | +11.9% |
| 3M | +11.7% | -1.6% | +13.3% | +12.0% |
| 6M | +14.1% | +16.9% | -2.7% | +16.3% |
| YTD | +40.7% | +30.1% | +10.6% | +43.9% |
| 1Y | +37.5% | +19.3% | +18.2% | +40.9% |
| All | +37.5% | +20.7% | +16.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling