+4,683.6%
CVX vs EXC
+2,353.7%
+2,329.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | +3.3% | +0.3% | +3.1% | +3.2% |
| 30D | +12.9% | -3.7% | +16.6% | +14.4% |
| 3M | +11.7% | -1.3% | +13.0% | +12.0% |
| 6M | +14.1% | -9.7% | +23.9% | +18.2% |
| YTD | +40.7% | +2.9% | +37.8% | +38.1% |
| 1Y | +37.5% | +4.4% | +33.1% | +33.9% |
| 3Y | +43.9% | +22.2% | +21.7% | +29.2% |
| 5Y | +161.5% | +46.7% | +114.8% | +115.1% |
| 10Y | +215.1% | +155.3% | +59.8% | +107.1% |
| All | +4,683.6% | +2,353.7% | +2,329.9% | +1,912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling