+221.9%
CVX vs EW
+121.7%
+100.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +1.0% | -5.1% | +6.1% | +2.1% |
| 30D | +10.7% | -6.4% | +17.0% | +12.1% |
| 3M | +15.5% | -1.6% | +17.0% | +15.6% |
| 6M | +14.9% | +2.3% | +12.6% | +13.7% |
| YTD | +44.2% | +1.1% | +43.1% | +42.8% |
| 1Y | +43.5% | +8.0% | +35.5% | +39.7% |
| 3Y | +45.0% | +16.3% | +28.6% | +32.4% |
| 5Y | +172.2% | -29.4% | +201.6% | +180.6% |
| 10Y | +221.9% | +125.6% | +96.3% | +132.9% |
| All | +221.9% | +121.7% | +100.2% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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