+214.5%
CVX vs DG
+105.2%
+109.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | -1.0% | +3.2% | -4.2% | -1.4% |
| 3M | +12.2% | +10.4% | +1.8% | +10.9% |
| 6M | +20.3% | +33.2% | -12.8% | +16.4% |
| YTD | +48.3% | +3.0% | +45.3% | +46.9% |
| 1Y | +46.9% | +31.2% | +15.7% | +41.2% |
| 3Y | +73.1% | +21.8% | +51.3% | +63.0% |
| 5Y | +135.2% | -35.0% | +170.2% | +146.2% |
| All | +214.5% | +105.2% | +109.3% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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