+1,267.4%
CVX vs EXEL
+346.4%
+921.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -6.2% | -2.4% | -3.8% | -6.1% |
| 30D | -0.4% | +17.9% | -18.3% | -1.8% |
| 3M | +9.3% | +33.3% | -24.0% | +6.5% |
| 6M | +18.4% | +46.6% | -28.2% | +14.1% |
| YTD | +42.5% | +61.0% | -18.6% | +35.7% |
| 1Y | +41.0% | +70.4% | -29.4% | +33.6% |
| 3Y | +67.5% | +236.1% | -168.6% | +47.2% |
| 5Y | +126.1% | +284.8% | -158.7% | +94.6% |
| 10Y | +198.8% | +348.4% | -149.6% | +144.9% |
| All | +1,267.4% | +346.4% | +921.1% | +752.0% |
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