+162.6%
CVX vs DECK
+25.5%
+137.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.4% |
| 7D | +3.3% | -2.2% | +5.6% | +3.5% |
| 30D | +12.9% | -13.6% | +26.5% | +14.0% |
| 3M | +11.7% | -21.2% | +33.0% | +13.4% |
| 6M | +14.1% | -21.1% | +35.2% | +15.7% |
| YTD | +40.7% | -17.2% | +57.9% | +41.6% |
| 1Y | +37.5% | -30.7% | +68.2% | +40.3% |
| 3Y | +43.9% | -3.4% | +47.3% | +40.5% |
| All | +162.6% | +25.5% | +137.1% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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