+47.0%
CVX vs ETN
-1.0%
+48.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.9% | +6.2% | -4.7% |
| 7D | -5.3% | -10.1% | +4.8% | -6.3% |
| 30D | +5.1% | -18.4% | +23.5% | +2.8% |
| 3M | +14.9% | -20.4% | +35.4% | +12.4% |
| 6M | +14.9% | -16.0% | +30.8% | +14.0% |
| YTD | +46.3% | +11.8% | +34.5% | +48.2% |
| 1Y | +47.0% | -5.5% | +52.5% | +49.0% |
| All | +47.0% | -1.0% | +48.0% | +49.0% |
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