+1,244.2%
EWY vs CVX
+1,111.3%
+132.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | +8.0% | -0.6% | +8.6% | +8.3% |
| 30D | +14.3% | +13.4% | +0.9% | +6.5% |
| 3M | +2.3% | +11.8% | -9.5% | -5.2% |
| 6M | +49.9% | +12.4% | +37.4% | +36.3% |
| YTD | +95.3% | +41.5% | +53.8% | +55.6% |
| 1Y | +161.7% | +41.6% | +120.1% | +107.7% |
| 3Y | +230.2% | +42.2% | +187.9% | +153.0% |
| 5Y | +148.1% | +166.0% | -17.8% | +23.9% |
| 10Y | +293.2% | +207.2% | +85.9% | +57.9% |
| All | +1,244.2% | +1,111.3% | +132.9% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling