+170.6%
CVX vs DD
+57.4%
+113.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.4% |
| 30D | +9.1% | -11.5% | +20.6% | +12.5% |
| 3M | +13.1% | -5.4% | +18.5% | +14.2% |
| 6M | +16.3% | -6.9% | +23.2% | +16.9% |
| YTD | +43.5% | +6.9% | +36.6% | +37.5% |
| 1Y | +40.2% | +35.6% | +4.5% | +23.4% |
| 3Y | +44.2% | +42.5% | +1.7% | +21.7% |
| 5Y | +170.6% | +58.5% | +112.1% | +107.1% |
| All | +170.6% | +57.4% | +113.2% | +107.1% |
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