+164.3%
EWY vs CVX
+37.2%
+127.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +3.9% |
| 7D | +4.8% | +3.3% | +1.5% | +6.8% |
| 30D | +11.7% | +12.9% | -1.2% | +19.6% |
| 3M | -7.4% | +11.7% | -19.1% | +0.5% |
| 6M | +40.6% | +14.1% | +26.4% | +49.7% |
| YTD | +94.3% | +40.7% | +53.6% | +98.5% |
| 1Y | +164.3% | +37.5% | +126.8% | +166.9% |
| All | +164.3% | +37.2% | +127.1% | +166.9% |
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