+170.7%
CVX vs DBX
+20.9%
+149.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | +9.1% | +2.8% | +6.3% | +8.4% |
| 3M | +13.1% | +26.8% | -13.7% | +7.9% |
| 6M | +16.3% | +32.8% | -16.5% | +9.4% |
| YTD | +43.5% | +26.1% | +17.4% | +36.1% |
| 1Y | +40.2% | +14.1% | +26.0% | +35.1% |
| 3Y | +44.2% | +25.7% | +18.5% | +33.4% |
| 5Y | +170.6% | +11.2% | +159.5% | +151.8% |
| All | +170.7% | +20.9% | +149.9% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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