+172.2%
CVX vs EWT
+152.9%
+19.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.0% | +2.1% | -1.2% | +0.6% |
| 30D | +10.7% | +9.4% | +1.3% | +8.9% |
| 3M | +15.5% | +10.9% | +4.6% | +12.6% |
| 6M | +14.9% | +57.9% | -43.1% | +0.9% |
| YTD | +44.2% | +75.9% | -31.7% | +21.8% |
| 1Y | +43.5% | +89.7% | -46.2% | +17.9% |
| 3Y | +45.0% | +200.9% | -155.9% | -4.2% |
| 5Y | +172.2% | +154.5% | +17.7% | +85.6% |
| All | +172.2% | +152.9% | +19.3% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling