+723.7%
CVX vs EXPE
+851.4%
-127.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +3.3% | -9.5% | +12.9% | +5.5% |
| 30D | +12.9% | -6.6% | +19.5% | +14.3% |
| 3M | +11.7% | +31.4% | -19.7% | +4.2% |
| 6M | +14.1% | +35.2% | -21.0% | +4.8% |
| YTD | +40.7% | +5.8% | +34.9% | +35.2% |
| 1Y | +37.5% | +38.7% | -1.2% | +22.9% |
| 3Y | +43.9% | +175.8% | -131.8% | +5.3% |
| 5Y | +161.5% | +111.8% | +49.6% | +92.3% |
| 10Y | +215.1% | +179.7% | +35.4% | +100.8% |
| All | +723.7% | +851.4% | -127.7% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling