+167.0%
CVX vs ETN
+185.4%
-18.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | +0.2% |
| 7D | +2.6% | +3.5% | -0.9% | +2.2% |
| 30D | +9.8% | -7.5% | +17.4% | +10.7% |
| 3M | +16.2% | +8.3% | +7.9% | +14.5% |
| 6M | +13.6% | +20.2% | -6.6% | +9.4% |
| YTD | +44.4% | +34.7% | +9.7% | +35.8% |
| 1Y | +40.6% | +19.4% | +21.1% | +34.8% |
| 3Y | +48.2% | +85.5% | -37.3% | +24.4% |
| All | +167.0% | +185.4% | -18.4% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling