+2,134.4%
CVX vs EWJ
+155.8%
+1,978.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -0.6% | +2.9% | -3.5% | -2.0% |
| 30D | +13.4% | +1.1% | +12.3% | +12.7% |
| 3M | +11.8% | +7.1% | +4.7% | +7.3% |
| 6M | +12.4% | +16.2% | -3.7% | +2.6% |
| YTD | +41.5% | +22.0% | +19.5% | +25.7% |
| 1Y | +41.6% | +26.2% | +15.4% | +23.3% |
| 3Y | +42.2% | +73.5% | -31.2% | +3.9% |
| 5Y | +166.0% | +52.7% | +113.3% | +105.8% |
| 10Y | +207.2% | +138.5% | +68.7% | +95.5% |
| All | +2,134.4% | +155.8% | +1,978.6% | +1,066.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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