+4,942.5%
CVX vs DD
+1,141.0%
+3,801.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +3.4% | +5.0% | -1.5% | +1.6% |
| 30D | -1.0% | +19.7% | -20.7% | -7.1% |
| 3M | +12.2% | +7.2% | +5.0% | +9.0% |
| 6M | +20.3% | +1.0% | +19.3% | +18.5% |
| YTD | +48.3% | +29.1% | +19.2% | +32.8% |
| 1Y | +46.9% | +28.5% | +18.4% | +31.6% |
| 3Y | +73.1% | +89.4% | -16.3% | +32.0% |
| 5Y | +135.2% | +67.1% | +68.1% | +83.9% |
| 10Y | +214.4% | +97.5% | +116.8% | +123.0% |
| All | +4,942.5% | +1,141.0% | +3,801.6% | +2,237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling