+167.0%
CVX vs IEFA
+50.2%
+116.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +2.6% | -1.6% | +4.2% | +3.3% |
| 30D | +9.8% | -1.5% | +11.3% | +10.5% |
| 3M | +16.2% | +3.4% | +12.8% | +14.2% |
| 6M | +13.6% | +9.5% | +4.1% | +7.9% |
| YTD | +44.4% | +13.0% | +31.3% | +34.2% |
| 1Y | +40.6% | +18.0% | +22.6% | +27.4% |
| 3Y | +48.2% | +65.4% | -17.2% | +9.3% |
| All | +167.0% | +50.2% | +116.8% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 5y: compounded portfolio wealth divided by compounded IEFA 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…
5y analysis · Full analysis span regression · 6 months rolling