+130.0%
CVX vs TE
-82.5%
+212.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +1.7% |
| 7D | +3.4% | -19.1% | +22.5% | +3.9% |
| 30D | -1.0% | -34.1% | +33.2% | -0.1% |
| 3M | +12.2% | -60.1% | +72.3% | +14.3% |
| 6M | +20.3% | -66.0% | +86.3% | +21.5% |
| YTD | +48.3% | -71.4% | +119.7% | +49.3% |
| 1Y | +46.9% | -45.3% | +92.2% | +42.9% |
| 3Y | +73.1% | +9.1% | +64.0% | +52.3% |
| All | +130.0% | -82.5% | +212.5% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling