+148.7%
EWY vs CVX
+169.1%
-20.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.2% |
| 7D | -0.1% | +2.6% | -2.7% | -0.4% |
| 30D | +7.3% | +9.8% | -2.5% | +6.0% |
| 3M | -5.1% | +16.2% | -21.3% | -7.0% |
| 6M | +42.1% | +13.6% | +28.4% | +38.7% |
| YTD | +94.1% | +44.4% | +49.7% | +78.0% |
| 1Y | +147.8% | +40.6% | +107.2% | +128.5% |
| 3Y | +222.9% | +48.2% | +174.7% | +189.7% |
| All | +148.7% | +169.1% | -20.3% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling