+186.6%
CVX vs EXE
+191.4%
-4.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | +12.9% | +8.5% | +4.4% | +9.8% |
| 3M | +11.7% | +5.5% | +6.3% | +9.5% |
| 6M | +14.1% | -5.9% | +20.0% | +16.3% |
| YTD | +40.7% | -9.7% | +50.4% | +44.5% |
| 1Y | +37.5% | +3.6% | +33.9% | +33.7% |
| 3Y | +43.9% | +18.0% | +25.9% | +30.5% |
| 5Y | +161.5% | +109.4% | +52.0% | +89.6% |
| All | +186.6% | +191.4% | -4.7% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling