+4,790.9%
CVX vs D
+2,429.9%
+2,361.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | -1.7% | -2.4% | +0.7% | -0.6% |
| 30D | -0.8% | +9.0% | -9.8% | -4.9% |
| 3M | +9.4% | +1.0% | +8.4% | +8.5% |
| 6M | +17.5% | +11.0% | +6.5% | +11.1% |
| YTD | +43.8% | +19.8% | +24.1% | +30.8% |
| 1Y | +41.9% | +16.0% | +25.9% | +30.7% |
| 3Y | +69.1% | +74.4% | -5.2% | +24.9% |
| 5Y | +128.3% | +13.5% | +114.8% | +103.2% |
| 10Y | +204.9% | +48.4% | +156.6% | +126.6% |
| All | +4,790.9% | +2,429.9% | +2,361.0% | +1,125.5% |
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