+41.6%
CVX vs EXC
+4.7%
+36.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -0.6% | +1.2% | -1.8% | -0.6% |
| 30D | +13.4% | -2.7% | +16.2% | +13.5% |
| 3M | +11.8% | -1.0% | +12.8% | +12.1% |
| 6M | +12.4% | -9.3% | +21.7% | +11.8% |
| YTD | +41.5% | +3.6% | +37.9% | +43.2% |
| 1Y | +41.6% | +5.9% | +35.7% | +44.1% |
| All | +41.6% | +4.7% | +36.9% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling