+52.4%
GEV vs CVX
+47.0%
+5.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.7% | -5.6% | -10.5% |
| 7D | -5.1% | -5.3% | +0.2% | -6.9% |
| 30D | -15.8% | +5.1% | -20.9% | -14.2% |
| 3M | -18.2% | +14.9% | -33.1% | -13.5% |
| 6M | -22.4% | +14.9% | -37.2% | -15.9% |
| YTD | +27.7% | +46.3% | -18.6% | +35.9% |
| 1Y | +52.4% | +47.0% | +5.3% | +62.8% |
| All | +52.4% | +47.0% | +5.4% | +62.8% |
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