+4,775.6%
CVX vs D
+2,450.0%
+2,325.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | -9.7% | +3.0% | -12.7% | -11.1% |
| 30D | +3.6% | +11.5% | -7.9% | -1.7% |
| 3M | +13.3% | +3.7% | +9.6% | +11.0% |
| 6M | +16.9% | +13.5% | +3.3% | +9.4% |
| YTD | +43.4% | +20.7% | +22.7% | +30.0% |
| 1Y | +44.5% | +18.2% | +26.3% | +31.9% |
| 3Y | +64.0% | +73.3% | -9.3% | +21.4% |
| 5Y | +126.4% | +12.3% | +114.2% | +102.7% |
| 10Y | +209.4% | +43.4% | +166.0% | +133.9% |
| All | +4,775.6% | +2,450.0% | +2,325.6% | +1,117.2% |
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