+214.5%
CVX vs EXPE
+123.5%
+91.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | -1.0% | -6.1% | +5.1% | -0.4% |
| 3M | +12.2% | -21.3% | +33.5% | +16.9% |
| 6M | +20.3% | +19.0% | +1.3% | +12.8% |
| YTD | +48.3% | -8.4% | +56.7% | +45.4% |
| 1Y | +46.9% | -2.8% | +49.7% | +41.4% |
| 3Y | +73.1% | +120.8% | -47.6% | +27.2% |
| 5Y | +135.2% | +46.2% | +89.0% | +82.9% |
| All | +214.5% | +123.5% | +91.0% | +69.0% |
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