+4,683.6%
CVX vs D
+2,347.4%
+2,336.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.6% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +12.9% | -3.6% | +16.4% | +14.7% |
| 3M | +11.7% | -1.0% | +12.7% | +12.1% |
| 6M | +14.1% | +6.3% | +7.9% | +10.3% |
| YTD | +40.7% | +14.7% | +26.0% | +31.0% |
| 1Y | +37.5% | +16.9% | +20.6% | +26.3% |
| 3Y | +43.9% | +56.8% | -12.9% | +11.5% |
| 5Y | +161.5% | +5.2% | +156.3% | +141.6% |
| 10Y | +215.1% | +35.9% | +179.3% | +145.0% |
| All | +4,683.6% | +2,347.4% | +2,336.2% | +1,120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling