+4,743.7%
CVX vs EXC
+2,460.0%
+2,283.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.2% | +0.1% | -6.3% | -6.3% |
| 30D | -0.4% | +9.0% | -9.4% | -3.7% |
| 3M | +9.3% | +3.3% | +6.0% | +7.7% |
| 6M | +18.4% | +5.7% | +12.7% | +15.3% |
| YTD | +42.5% | +7.3% | +35.1% | +37.3% |
| 1Y | +41.0% | +2.9% | +38.1% | +38.1% |
| 3Y | +67.5% | +29.3% | +38.2% | +47.0% |
| 5Y | +126.1% | +40.1% | +86.1% | +89.5% |
| 10Y | +198.8% | +197.7% | +1.1% | +85.7% |
| All | +4,743.7% | +2,460.0% | +2,283.7% | +1,900.9% |
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