+37.5%
CVX vs DD
+41.5%
-4.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | +3.3% | -3.5% | +6.9% | +3.0% |
| 30D | +12.9% | -10.3% | +23.2% | +11.7% |
| 3M | +11.7% | -7.5% | +19.3% | +11.1% |
| 6M | +14.1% | -8.0% | +22.2% | +13.9% |
| YTD | +40.7% | +10.5% | +30.2% | +39.7% |
| 1Y | +37.5% | +38.3% | -0.8% | +36.8% |
| All | +37.5% | +41.5% | -4.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling