+42.2%
CVX vs EW
+14.1%
+28.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.6% |
| 7D | -0.6% | -4.4% | +3.8% | -0.6% |
| 30D | +13.4% | -3.3% | +16.8% | +13.4% |
| 3M | +11.8% | +1.0% | +10.8% | +11.9% |
| 6M | +12.4% | +6.2% | +6.2% | +12.5% |
| YTD | +41.5% | +1.7% | +39.8% | +41.6% |
| 1Y | +41.6% | +8.1% | +33.5% | +41.4% |
| 3Y | +42.2% | +17.1% | +25.2% | +33.8% |
| All | +42.2% | +14.1% | +28.1% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling