+198.6%
CVX vs EXC
+176.1%
+22.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -7.5% | -1.7% | -5.7% | -6.8% |
| 30D | -0.6% | +9.3% | -9.9% | -4.6% |
| 3M | +14.0% | +1.0% | +12.9% | +13.1% |
| 6M | +18.1% | +5.9% | +12.2% | +14.3% |
| YTD | +42.2% | +7.6% | +34.5% | +35.8% |
| 1Y | +41.3% | +2.4% | +38.9% | +38.0% |
| 3Y | +68.3% | +30.2% | +38.1% | +41.9% |
| 5Y | +122.0% | +41.4% | +80.7% | +73.2% |
| 10Y | +198.6% | +183.8% | +14.8% | +76.8% |
| All | +198.6% | +176.1% | +22.5% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling