+130.0%
CVX vs DD
+67.2%
+62.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +3.4% | +5.0% | -1.5% | +2.1% |
| 30D | -1.0% | +19.7% | -20.7% | -5.5% |
| 3M | +12.2% | +7.2% | +5.0% | +10.0% |
| 6M | +20.3% | +1.0% | +19.3% | +19.4% |
| YTD | +48.3% | +29.1% | +19.2% | +35.1% |
| 1Y | +46.9% | +28.5% | +18.4% | +33.9% |
| 3Y | +73.1% | +89.4% | -16.3% | +33.8% |
| All | +130.0% | +67.2% | +62.8% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling