+48.2%
CVX vs EXEL
+154.7%
-106.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | +2.6% | -4.9% | +7.5% | +2.6% |
| 30D | +9.8% | +11.4% | -1.6% | +9.9% |
| 3M | +16.2% | +4.9% | +11.3% | +16.2% |
| 6M | +13.6% | +34.4% | -20.8% | +13.3% |
| YTD | +44.4% | +28.0% | +16.3% | +44.1% |
| 1Y | +40.6% | +43.6% | -3.0% | +39.5% |
| 3Y | +48.2% | +155.2% | -107.0% | +41.7% |
| All | +48.2% | +154.7% | -106.6% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling