+41.0%
CVX vs DFNS
-99.7%
+140.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.8% | -12.6% | +0.3% |
| 7D | -6.2% | -37.0% | +30.7% | -6.5% |
| 30D | -0.4% | -63.4% | +63.0% | -1.1% |
| 3M | +9.3% | -94.1% | +103.4% | +7.2% |
| 6M | +18.4% | -96.3% | +114.7% | +23.2% |
| YTD | +42.5% | -99.6% | +142.0% | +55.6% |
| 1Y | +41.0% | -99.7% | +140.8% | +54.2% |
| All | +41.0% | -99.7% | +140.8% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling