+165.4%
CVX vs DBX
+20.1%
+145.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | +3.3% | -2.4% | +5.8% | +3.7% |
| 30D | +12.9% | -0.5% | +13.4% | +12.8% |
| 3M | +11.7% | +28.1% | -16.3% | +6.4% |
| 6M | +14.1% | +33.1% | -18.9% | +7.3% |
| YTD | +40.7% | +25.3% | +15.4% | +33.6% |
| 1Y | +37.5% | +18.3% | +19.1% | +31.6% |
| 3Y | +43.9% | +25.0% | +18.9% | +33.3% |
| 5Y | +161.5% | +7.5% | +153.9% | +145.0% |
| All | +165.4% | +20.1% | +145.3% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling