+122.0%
CVX vs DFNS
-100.0%
+222.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.9% |
| 7D | -7.5% | -42.8% | +35.4% | -7.6% |
| 30D | -0.6% | -67.6% | +67.0% | -0.9% |
| 3M | +14.0% | -94.9% | +108.8% | +13.1% |
| 6M | +18.1% | -96.7% | +114.9% | +18.3% |
| YTD | +42.2% | -99.6% | +141.8% | +41.8% |
| 1Y | +41.3% | -99.7% | +141.1% | +40.9% |
| 3Y | +68.3% | -100.0% | +168.3% | +69.3% |
| 5Y | +122.0% | -100.0% | +222.0% | +117.6% |
| All | +122.0% | -100.0% | +222.0% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling