+205.0%
CVX vs CDW
+903.1%
-698.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +3.3% | +3.2% | +0.2% | +2.2% |
| 30D | +12.9% | +9.3% | +3.6% | +9.2% |
| 3M | +11.7% | +9.8% | +1.9% | +7.0% |
| 6M | +14.1% | +23.3% | -9.2% | +3.1% |
| YTD | +40.7% | +13.7% | +27.0% | +30.2% |
| 1Y | +37.5% | -6.5% | +44.0% | +36.0% |
| 3Y | +43.9% | -25.2% | +69.2% | +50.4% |
| 5Y | +161.5% | -19.5% | +181.0% | +157.6% |
| 10Y | +215.1% | +285.8% | -70.7% | +86.1% |
| All | +205.0% | +903.1% | -698.1% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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