+4,775.6%
CVX vs EXC
+2,465.1%
+2,310.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | -9.7% | -1.2% | -8.6% | -9.4% |
| 30D | +3.6% | +10.0% | -6.3% | -0.2% |
| 3M | +13.3% | +1.6% | +11.7% | +12.3% |
| 6M | +16.9% | +3.3% | +13.6% | +14.9% |
| YTD | +43.4% | +7.6% | +35.8% | +38.1% |
| 1Y | +44.5% | +3.5% | +41.0% | +41.2% |
| 3Y | +64.0% | +27.7% | +36.3% | +44.7% |
| 5Y | +126.4% | +41.1% | +85.3% | +89.1% |
| 10Y | +209.4% | +178.2% | +31.2% | +96.8% |
| All | +4,775.6% | +2,465.1% | +2,310.5% | +1,912.5% |
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