+145.5%
CVX vs TE
-53.2%
+198.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.6% |
| 30D | +9.1% | -16.3% | +25.4% | +9.6% |
| 3M | +13.1% | -40.8% | +53.8% | +14.2% |
| 6M | +16.3% | -42.6% | +58.9% | +16.5% |
| YTD | +43.5% | -31.4% | +74.9% | +41.7% |
| 1Y | +40.2% | +144.9% | -104.8% | +27.4% |
| 3Y | +44.2% | -26.0% | +70.3% | +34.8% |
| 5Y | +170.6% | -48.5% | +219.1% | +152.0% |
| All | +145.5% | -53.2% | +198.6% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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