+170.6%
CVX vs DE
+97.0%
+73.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | +9.1% | +9.7% | -0.6% | +6.3% |
| 3M | +13.1% | +21.4% | -8.3% | +6.3% |
| 6M | +16.3% | +15.0% | +1.3% | +10.5% |
| YTD | +43.5% | +46.4% | -2.9% | +24.7% |
| 1Y | +40.2% | +45.6% | -5.5% | +21.6% |
| 3Y | +44.2% | +76.8% | -32.5% | +14.6% |
| 5Y | +170.6% | +99.4% | +71.2% | +103.0% |
| All | +170.6% | +97.0% | +73.6% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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