+219.2%
CVX vs DD
+66.6%
+152.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -3.5% | +6.1% | +4.2% |
| 30D | +9.8% | -11.7% | +21.5% | +15.8% |
| 3M | +16.2% | -9.2% | +25.4% | +20.5% |
| 6M | +13.6% | -7.2% | +20.8% | +14.9% |
| YTD | +44.4% | +6.6% | +37.8% | +35.7% |
| 1Y | +40.6% | +32.0% | +8.6% | +18.0% |
| 3Y | +48.2% | +42.1% | +6.1% | +15.2% |
| 5Y | +172.3% | +58.1% | +114.2% | +91.4% |
| All | +219.2% | +66.6% | +152.6% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling