+303.5%
EWY vs CVX
+222.5%
+81.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | -0.1% | +2.6% | -2.7% | -0.9% |
| 30D | +7.3% | +9.8% | -2.5% | +3.9% |
| 3M | -5.1% | +16.2% | -21.3% | -10.5% |
| 6M | +42.1% | +13.6% | +28.4% | +33.5% |
| YTD | +94.1% | +44.4% | +49.7% | +65.8% |
| 1Y | +147.8% | +40.6% | +107.2% | +113.4% |
| 3Y | +222.9% | +48.2% | +174.7% | +167.0% |
| 5Y | +150.6% | +172.3% | -21.7% | +52.9% |
| All | +303.5% | +222.5% | +81.0% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling