+1,139.2%
CVX vs EWT
+594.1%
+545.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -2.0% |
| 7D | +3.3% | +4.0% | -0.6% | +1.7% |
| 30D | +12.9% | +10.3% | +2.6% | +8.4% |
| 3M | +11.7% | +6.1% | +5.6% | +7.5% |
| 6M | +14.1% | +56.6% | -42.5% | -7.8% |
| YTD | +40.7% | +76.6% | -35.9% | +7.7% |
| 1Y | +37.5% | +97.9% | -60.4% | 0.0% |
| 3Y | +43.9% | +198.0% | -154.0% | -14.0% |
| 5Y | +161.5% | +151.8% | +9.7% | +66.4% |
| 10Y | +215.1% | +514.1% | -299.0% | +40.3% |
| All | +1,139.2% | +594.1% | +545.1% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling