+4,683.6%
CVX vs DD
+961.9%
+3,721.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | +3.3% | -3.5% | +6.9% | +4.6% |
| 30D | +12.9% | -10.3% | +23.2% | +17.0% |
| 3M | +11.7% | -7.5% | +19.3% | +14.1% |
| 6M | +14.1% | -8.0% | +22.2% | +15.6% |
| YTD | +40.7% | +10.5% | +30.2% | +33.4% |
| 1Y | +37.5% | +38.3% | -0.8% | +19.8% |
| 3Y | +43.9% | +42.5% | +1.4% | +21.3% |
| 5Y | +161.5% | +60.2% | +101.3% | +107.5% |
| 10Y | +215.1% | +68.9% | +146.3% | +136.7% |
| All | +4,683.6% | +961.9% | +3,721.7% | +2,247.3% |
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