+219.2%
CVX vs CDE
+61.6%
+157.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | +2.6% | -3.1% | +5.7% | +2.9% |
| 30D | +9.8% | +9.5% | +0.4% | +8.7% |
| 3M | +16.2% | +25.5% | -9.3% | +12.9% |
| 6M | +13.6% | -7.9% | +21.5% | +12.9% |
| YTD | +44.4% | +15.6% | +28.8% | +38.8% |
| 1Y | +40.6% | +34.0% | +6.5% | +31.6% |
| 3Y | +48.2% | +791.9% | -743.7% | +5.4% |
| 5Y | +172.3% | +197.7% | -25.5% | +111.5% |
| All | +219.2% | +61.6% | +157.6% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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