+42.2%
CVX vs DFNS
-99.9%
+142.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -0.6% | +0.8% | -1.4% | -0.6% |
| 30D | +13.4% | -73.2% | +86.7% | +13.1% |
| 3M | +11.8% | -72.4% | +84.3% | +12.5% |
| 6M | +12.4% | -95.2% | +107.7% | +12.8% |
| YTD | +41.5% | -98.0% | +139.5% | +41.8% |
| 1Y | +41.6% | -98.3% | +139.9% | +41.9% |
| 3Y | +42.2% | -99.9% | +142.1% | +41.7% |
| All | +42.2% | -99.9% | +142.1% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling