+219.2%
CVX vs EWT
+523.5%
-304.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | +2.6% | -1.1% | +3.7% | +3.1% |
| 30D | +9.8% | +4.5% | +5.4% | +7.5% |
| 3M | +16.2% | +8.3% | +7.9% | +10.2% |
| 6M | +13.6% | +54.2% | -40.6% | -13.3% |
| YTD | +44.4% | +74.6% | -30.2% | +1.6% |
| 1Y | +40.6% | +84.9% | -44.3% | -5.0% |
| 3Y | +48.2% | +197.5% | -149.3% | -30.9% |
| 5Y | +172.3% | +150.6% | +21.7% | +42.3% |
| All | +219.2% | +523.5% | -304.3% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling