+166.0%
CVX vs EXC
+48.6%
+117.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | +13.4% | -2.7% | +16.2% | +14.0% |
| 3M | +11.8% | -1.0% | +12.8% | +12.0% |
| 6M | +12.4% | -9.3% | +21.7% | +14.4% |
| YTD | +41.5% | +3.6% | +37.9% | +40.0% |
| 1Y | +41.6% | +5.9% | +35.7% | +39.1% |
| 3Y | +42.2% | +21.3% | +21.0% | +33.8% |
| 5Y | +166.0% | +46.2% | +119.8% | +144.2% |
| All | +166.0% | +48.6% | +117.3% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling