+128.3%
CVX vs DG
-32.2%
+160.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.7% | -3.0% | +1.3% | -1.6% |
| 30D | -0.8% | +8.6% | -9.4% | -1.1% |
| 3M | +9.4% | +15.0% | -5.6% | +8.9% |
| 6M | +17.5% | +32.7% | -15.2% | +16.3% |
| YTD | +43.8% | +5.5% | +38.3% | +43.4% |
| 1Y | +41.9% | +34.6% | +7.3% | +39.8% |
| 3Y | +69.1% | +24.2% | +44.9% | +64.5% |
| 5Y | +128.3% | -32.3% | +160.5% | +141.4% |
| All | +128.3% | -32.2% | +160.5% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling