+1,235.6%
CVX vs EWZ
+446.7%
+788.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.2% |
| 7D | -0.6% | +5.6% | -6.2% | -2.7% |
| 30D | +13.4% | +9.3% | +4.2% | +9.5% |
| 3M | +11.8% | +15.7% | -3.9% | +5.4% |
| 6M | +12.4% | +7.4% | +5.0% | +8.1% |
| YTD | +41.5% | +22.7% | +18.8% | +28.7% |
| 1Y | +41.6% | +36.4% | +5.2% | +23.2% |
| 3Y | +42.2% | +50.4% | -8.1% | +17.1% |
| 5Y | +166.0% | +67.6% | +98.3% | +104.0% |
| 10Y | +207.2% | +84.1% | +123.2% | +111.2% |
| All | +1,235.6% | +446.7% | +788.9% | +579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling