+130.0%
CVX vs EXPD
+60.9%
+69.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.7% |
| 7D | +3.4% | +5.5% | -2.1% | +2.3% |
| 30D | -1.0% | -0.8% | -0.2% | -0.9% |
| 3M | +12.2% | +4.1% | +8.1% | +11.1% |
| 6M | +20.3% | +25.7% | -5.3% | +14.3% |
| YTD | +48.3% | +31.4% | +16.9% | +38.5% |
| 1Y | +46.9% | +42.2% | +4.7% | +34.4% |
| 3Y | +73.1% | +77.2% | -4.1% | +47.6% |
| All | +130.0% | +60.9% | +69.1% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 5y: compounded portfolio wealth divided by compounded EXPD 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…
5y analysis · Full analysis span regression · 6 months rolling