+1,254.2%
CVX vs EW
+8,226.0%
-6,971.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.6% |
| 7D | -1.7% | +6.5% | -8.2% | -2.9% |
| 30D | -0.8% | +22.5% | -23.3% | -4.7% |
| 3M | +9.4% | +13.0% | -3.6% | +6.6% |
| 6M | +17.5% | +37.1% | -19.6% | +10.1% |
| YTD | +43.8% | +24.1% | +19.7% | +36.8% |
| 1Y | +41.9% | +24.2% | +17.6% | +34.8% |
| 3Y | +69.1% | +64.8% | +4.4% | +47.0% |
| 5Y | +128.3% | -7.4% | +135.7% | +118.4% |
| 10Y | +204.9% | +248.8% | -43.9% | +120.5% |
| All | +1,254.2% | +8,226.0% | -6,971.8% | +531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling