+172.2%
CVX vs DG
-39.5%
+211.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.0% |
| 7D | +1.0% | -4.8% | +5.8% | +1.1% |
| 30D | +10.7% | +1.8% | +8.9% | +10.6% |
| 3M | +15.5% | +14.5% | +1.0% | +14.9% |
| 6M | +14.9% | -13.6% | +28.4% | +15.5% |
| YTD | +44.2% | -4.8% | +49.0% | +44.3% |
| 1Y | +43.5% | +21.6% | +21.9% | +41.8% |
| 3Y | +45.0% | +4.5% | +40.5% | +42.4% |
| 5Y | +172.2% | -38.5% | +210.6% | +189.8% |
| All | +172.2% | -39.5% | +211.7% | +189.8% |
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