+742.2%
CVX vs EXPE
+729.3%
+12.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | -1.7% | -17.8% | +16.1% | +2.2% |
| 30D | -0.8% | -3.2% | +2.4% | -0.9% |
| 3M | +9.4% | -19.0% | +28.4% | +13.1% |
| 6M | +17.5% | +17.7% | -0.2% | +11.0% |
| YTD | +43.8% | -7.8% | +51.6% | +41.0% |
| 1Y | +41.9% | -1.4% | +43.2% | +36.5% |
| 3Y | +69.1% | +121.9% | -52.8% | +29.6% |
| 5Y | +128.3% | +44.3% | +84.0% | +83.4% |
| 10Y | +204.9% | +125.4% | +79.5% | +101.6% |
| All | +742.2% | +729.3% | +12.9% | +194.5% |
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