+1,300.6%
CVX vs EXEL
+341.7%
+959.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.5% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | -0.6% | +17.4% | -18.0% | -2.1% |
| 3M | +11.0% | +38.6% | -27.6% | +7.8% |
| 6M | +18.4% | +41.2% | -22.8% | +14.5% |
| YTD | +45.9% | +59.3% | -13.4% | +39.2% |
| 1Y | +46.7% | +60.2% | -13.5% | +39.7% |
| 3Y | +71.6% | +232.6% | -161.0% | +50.9% |
| 5Y | +131.4% | +285.9% | -154.4% | +99.1% |
| 10Y | +209.3% | +325.9% | -116.5% | +154.7% |
| All | +1,300.6% | +341.7% | +959.0% | +773.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling