+170.6%
CVX vs EWZ
+60.3%
+110.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | +0.7% | +1.1% | -0.4% | +0.4% |
| 30D | +9.1% | +13.5% | -4.3% | +5.4% |
| 3M | +13.1% | +15.2% | -2.2% | +8.5% |
| 6M | +16.3% | +3.7% | +12.5% | +14.3% |
| YTD | +43.5% | +22.5% | +21.0% | +33.2% |
| 1Y | +40.2% | +35.3% | +4.9% | +25.5% |
| 3Y | +44.2% | +50.2% | -5.9% | +22.8% |
| 5Y | +170.6% | +64.6% | +106.1% | +121.6% |
| All | +170.6% | +60.3% | +110.3% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling