+217.2%
CVX vs EXEL
+386.3%
-169.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | +0.7% | -2.9% | +3.6% | +1.0% |
| 30D | +9.1% | +11.9% | -2.8% | +7.7% |
| 3M | +13.1% | +9.2% | +3.9% | +11.6% |
| 6M | +16.3% | +39.1% | -22.8% | +11.0% |
| YTD | +43.5% | +31.0% | +12.5% | +37.8% |
| 1Y | +40.2% | +52.3% | -12.2% | +31.4% |
| 3Y | +44.2% | +159.7% | -115.5% | +22.6% |
| 5Y | +170.6% | +187.7% | -17.1% | +123.2% |
| All | +217.2% | +386.3% | -169.0% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling