+221.9%
CVX vs EXC
+152.4%
+69.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +1.0% | +0.3% | +0.6% | +0.8% |
| 30D | +10.7% | -0.9% | +11.5% | +11.0% |
| 3M | +15.5% | -2.7% | +18.2% | +16.6% |
| 6M | +14.9% | -9.4% | +24.3% | +19.5% |
| YTD | +44.2% | +3.0% | +41.2% | +40.8% |
| 1Y | +43.5% | +5.1% | +38.4% | +38.3% |
| 3Y | +45.0% | +20.6% | +24.4% | +27.2% |
| 5Y | +172.2% | +45.7% | +126.4% | +107.9% |
| 10Y | +221.9% | +160.8% | +61.1% | +92.0% |
| All | +221.9% | +152.4% | +69.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling