+68.3%
CVX vs EXPE
+125.5%
-57.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -7.5% | -13.3% | +5.9% | -6.7% |
| 30D | -0.6% | -5.5% | +4.9% | -0.4% |
| 3M | +14.0% | -16.5% | +30.4% | +15.0% |
| 6M | +18.1% | +13.1% | +5.1% | +15.7% |
| YTD | +42.2% | -8.0% | +50.2% | +41.9% |
| 1Y | +41.3% | +1.1% | +40.2% | +38.5% |
| 3Y | +68.3% | +131.2% | -62.8% | +36.2% |
| All | +68.3% | +125.5% | -57.2% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling