+73.1%
CVX vs DBX
+26.6%
+46.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +3.4% | -3.3% | +6.7% | +3.7% |
| 30D | -1.0% | -5.9% | +4.9% | -0.5% |
| 3M | +12.2% | -6.7% | +18.9% | +12.7% |
| 6M | +20.3% | +28.0% | -7.6% | +17.3% |
| YTD | +48.3% | +20.6% | +27.7% | +45.1% |
| 1Y | +46.9% | +10.3% | +36.6% | +45.3% |
| 3Y | +73.1% | +24.0% | +49.1% | +61.4% |
| All | +73.1% | +26.6% | +46.5% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling