+47.0%
CVX vs EWT
+54.0%
-7.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.9% |
| 7D | -5.3% | -10.9% | +5.5% | -7.7% |
| 30D | +5.1% | -17.7% | +22.8% | +0.7% |
| 3M | +14.9% | -5.0% | +20.0% | +13.8% |
| 6M | +14.9% | +7.4% | +7.5% | +17.4% |
| YTD | +46.3% | +52.8% | -6.5% | +52.3% |
| 1Y | +47.0% | +55.2% | -8.2% | +53.4% |
| All | +47.0% | +54.0% | -7.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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