+214.5%
CVX vs ETR
+378.9%
-164.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +3.4% | +1.2% | +2.3% | +2.9% |
| 30D | -1.0% | +7.0% | -8.0% | -3.9% |
| 3M | +12.2% | +4.6% | +7.6% | +9.8% |
| 6M | +20.3% | +0.1% | +20.2% | +19.6% |
| YTD | +48.3% | +23.2% | +25.1% | +33.7% |
| 1Y | +46.9% | +20.6% | +26.3% | +33.6% |
| 3Y | +73.1% | +156.3% | -83.2% | +5.2% |
| 5Y | +135.2% | +159.6% | -24.4% | +37.8% |
| All | +214.5% | +378.9% | -164.4% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling