+4,861.3%
CVX vs D
+2,409.5%
+2,451.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +1.6% | -3.1% | +4.7% | +3.0% |
| 30D | -0.6% | +8.4% | -9.0% | -4.5% |
| 3M | +11.0% | +0.2% | +10.8% | +10.5% |
| 6M | +18.4% | +9.5% | +9.0% | +12.7% |
| YTD | +45.9% | +18.8% | +27.1% | +33.2% |
| 1Y | +46.7% | +14.7% | +32.0% | +35.8% |
| 3Y | +71.6% | +72.9% | -1.4% | +27.1% |
| 5Y | +131.4% | +13.1% | +118.3% | +106.3% |
| 10Y | +209.3% | +47.2% | +162.2% | +130.7% |
| All | +4,861.3% | +2,409.5% | +2,451.9% | +1,147.6% |
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 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