+40.2%
CVX vs ETR
+24.7%
+15.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.4% |
| 7D | +0.7% | -1.9% | +2.6% | +0.8% |
| 30D | +9.1% | -0.2% | +9.3% | +9.1% |
| 3M | +13.1% | -3.7% | +16.8% | +13.4% |
| 6M | +16.3% | +2.1% | +14.2% | +16.3% |
| YTD | +43.5% | +16.5% | +27.0% | +42.0% |
| 1Y | +40.2% | +22.5% | +17.6% | +41.5% |
| All | +40.2% | +24.7% | +15.5% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling