+216.1%
CVX vs DFNS
-100.0%
+316.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.6% |
| 7D | +3.4% | -6.0% | +9.4% | +3.4% |
| 30D | -1.0% | -71.2% | +70.2% | -1.3% |
| 3M | +12.2% | -94.5% | +106.7% | +11.4% |
| 6M | +20.3% | -96.5% | +116.9% | +20.5% |
| YTD | +48.3% | -99.6% | +147.9% | +47.9% |
| 1Y | +46.9% | -99.7% | +146.6% | +46.5% |
| 3Y | +73.1% | -100.0% | +173.1% | +75.4% |
| 5Y | +135.2% | -100.0% | +235.2% | +130.5% |
| All | +216.1% | -100.0% | +316.0% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling