+140.7%
CVX vs TE
-53.0%
+193.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +3.3% | -4.0% | +7.3% | +3.4% |
| 30D | +12.9% | -15.9% | +28.8% | +13.3% |
| 3M | +11.7% | -60.5% | +72.3% | +14.5% |
| 6M | +14.1% | -35.2% | +49.4% | +13.7% |
| YTD | +40.7% | -31.1% | +71.8% | +38.9% |
| 1Y | +37.5% | +148.6% | -111.2% | +24.9% |
| 3Y | +43.9% | -26.4% | +70.3% | +34.6% |
| 5Y | +161.5% | -48.0% | +209.5% | +143.4% |
| All | +140.7% | -53.0% | +193.6% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling