+167.0%
CVX vs EXE
+103.9%
+63.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +13.4% | +6.4% | +7.0% | +11.1% |
| 3M | +11.8% | +9.2% | +2.6% | +8.4% |
| 6M | +12.4% | -7.0% | +19.4% | +14.9% |
| YTD | +41.5% | -9.5% | +51.0% | +45.2% |
| 1Y | +41.6% | +6.2% | +35.4% | +36.4% |
| 3Y | +42.2% | +20.7% | +21.5% | +27.9% |
| All | +167.0% | +103.9% | +63.1% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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