+43.5%
CVX vs EW
+7.5%
+36.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.8% |
| 7D | +1.0% | -5.1% | +6.1% | +0.2% |
| 30D | +10.7% | -6.4% | +17.0% | +9.6% |
| 3M | +15.5% | -1.6% | +17.0% | +15.6% |
| 6M | +14.9% | +2.3% | +12.6% | +16.2% |
| YTD | +44.2% | +1.1% | +43.1% | +45.2% |
| 1Y | +43.5% | +8.0% | +35.5% | +42.3% |
| All | +43.5% | +7.5% | +36.0% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling