+130.0%
CVX vs EWZ
+53.9%
+76.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.3% |
| 7D | +3.4% | +0.8% | +2.7% | +3.2% |
| 30D | -1.0% | -24.4% | +23.4% | +5.1% |
| 3M | +12.2% | -4.6% | +16.8% | +11.4% |
| 6M | +20.3% | -11.6% | +31.9% | +21.8% |
| YTD | +48.3% | +2.4% | +45.9% | +41.5% |
| 1Y | +46.9% | +2.1% | +44.8% | +40.1% |
| 3Y | +73.1% | +18.7% | +54.4% | +54.4% |
| All | +130.0% | +53.9% | +76.1% | +82.0% |
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