+207.2%
CVX vs D
+35.9%
+171.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +13.4% | -0.7% | +14.2% | +13.7% |
| 3M | +11.8% | +2.1% | +9.7% | +10.9% |
| 6M | +12.4% | +6.8% | +5.6% | +9.3% |
| YTD | +41.5% | +16.5% | +25.0% | +33.0% |
| 1Y | +41.6% | +19.2% | +22.4% | +31.6% |
| 3Y | +42.2% | +61.9% | -19.6% | +14.5% |
| 5Y | +166.0% | +6.5% | +159.4% | +153.4% |
| 10Y | +207.2% | +35.3% | +171.9% | +168.6% |
| All | +207.2% | +35.9% | +171.4% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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