+4,743.7%
CVX vs EXPD
+30,923.0%
-26,179.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.2% | -7.4% | +1.2% | -4.8% |
| 30D | -0.4% | -2.1% | +1.7% | 0.0% |
| 3M | +9.3% | +5.7% | +3.6% | +8.0% |
| 6M | +18.4% | +21.4% | -3.0% | +13.6% |
| YTD | +42.5% | +27.6% | +14.8% | +34.6% |
| 1Y | +41.0% | +36.1% | +4.9% | +31.4% |
| 3Y | +67.5% | +69.9% | -2.4% | +48.2% |
| 5Y | +126.1% | +59.7% | +66.4% | +100.2% |
| 10Y | +198.8% | +323.0% | -124.3% | +120.8% |
| All | +4,743.7% | +30,923.0% | -26,179.3% | +2,664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling