+172.2%
CVX vs ETR
+122.8%
+49.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +10.7% | +2.0% | +8.6% | +10.2% |
| 3M | +15.5% | -1.7% | +17.2% | +15.8% |
| 6M | +14.9% | +3.6% | +11.3% | +13.6% |
| YTD | +44.2% | +18.0% | +26.2% | +38.3% |
| 1Y | +43.5% | +26.2% | +17.3% | +35.3% |
| 3Y | +45.0% | +148.0% | -103.0% | +11.5% |
| 5Y | +172.2% | +126.1% | +46.1% | +108.3% |
| All | +172.2% | +122.8% | +49.4% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling