+73.1%
CVX vs EWT
+157.5%
-84.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | +9.1% | -5.7% | +3.1% |
| 30D | -1.0% | -12.2% | +11.3% | -0.7% |
| 3M | +12.2% | -9.4% | +21.6% | +12.3% |
| 6M | +20.3% | +2.7% | +17.7% | +18.7% |
| YTD | +48.3% | +53.3% | -5.0% | +35.0% |
| 1Y | +46.9% | +59.2% | -12.3% | +32.4% |
| 3Y | +73.1% | +157.1% | -84.0% | +31.4% |
| All | +73.1% | +157.5% | -84.4% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling