+1,224.5%
CVX vs EW
+6,974.1%
-5,749.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.3% | -0.3% | +3.7% | +3.4% |
| 30D | +12.9% | +1.0% | +11.8% | +12.6% |
| 3M | +11.7% | +2.8% | +8.9% | +10.9% |
| 6M | +14.1% | +5.5% | +8.7% | +12.4% |
| YTD | +40.7% | +5.5% | +35.2% | +38.3% |
| 1Y | +37.5% | +11.0% | +26.5% | +33.6% |
| 3Y | +43.9% | +17.7% | +26.2% | +34.0% |
| 5Y | +161.5% | -25.7% | +187.2% | +161.6% |
| 10Y | +215.1% | +132.8% | +82.3% | +145.0% |
| All | +1,224.5% | +6,974.1% | -5,749.6% | +538.2% |
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