+47.0%
CVX vs EWZ
+7.8%
+39.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.3% | -3.6% |
| 7D | -5.3% | -4.1% | -1.3% | -5.4% |
| 30D | +5.1% | -25.0% | +30.0% | +4.3% |
| 3M | +14.9% | -10.6% | +25.6% | +15.7% |
| 6M | +14.9% | -16.6% | +31.5% | +15.4% |
| YTD | +46.3% | +2.5% | +43.9% | +41.3% |
| 1Y | +47.0% | +8.1% | +38.9% | +41.2% |
| All | +47.0% | +7.8% | +39.2% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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