+48.0%
CVX vs DD
+42.2%
+5.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.4% |
| 7D | +1.0% | -3.8% | +4.7% | +1.6% |
| 30D | +10.7% | -9.2% | +19.9% | +12.5% |
| 3M | +15.5% | -9.0% | +24.5% | +17.1% |
| 6M | +14.9% | -5.0% | +19.8% | +14.6% |
| YTD | +44.2% | +7.4% | +36.8% | +38.6% |
| 1Y | +43.5% | +35.1% | +8.4% | +28.4% |
| All | +48.0% | +42.2% | +5.9% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling