+62.4%
EWY vs CVX
+47.0%
+15.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -4.2% |
| 7D | -8.3% | -5.3% | -3.0% | -11.3% |
| 30D | -20.5% | +5.1% | -25.6% | -17.5% |
| 3M | -11.1% | +14.9% | -26.1% | -1.8% |
| 6M | -7.0% | +14.9% | -21.9% | +5.3% |
| YTD | +56.5% | +46.3% | +10.1% | +67.3% |
| 1Y | +62.4% | +47.0% | +15.4% | +73.1% |
| All | +62.4% | +47.0% | +15.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 1y: compounded portfolio wealth divided by compounded CVX 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…
1y analysis · Full analysis span regression · 6 months rolling