+221.9%
CVX vs EXPE
+153.6%
+68.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +1.0% | -11.5% | +12.5% | +3.7% |
| 30D | +10.7% | -13.1% | +23.7% | +13.8% |
| 3M | +15.5% | +18.1% | -2.7% | +9.8% |
| 6M | +14.9% | +13.3% | +1.6% | +9.5% |
| YTD | +44.2% | -3.2% | +47.4% | +41.0% |
| 1Y | +43.5% | +26.1% | +17.4% | +29.5% |
| 3Y | +45.0% | +151.7% | -106.7% | +3.1% |
| 5Y | +172.2% | +88.3% | +83.8% | +94.0% |
| 10Y | +221.9% | +158.0% | +63.9% | +63.6% |
| All | +221.9% | +153.6% | +68.3% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling