+426.6%
CVX vs DG
+606.1%
-179.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +3.3% | +8.4% | -5.1% | +2.4% |
| 30D | +12.9% | +4.9% | +7.9% | +12.2% |
| 3M | +11.7% | +29.3% | -17.6% | +8.0% |
| 6M | +14.1% | -11.3% | +25.4% | +15.4% |
| YTD | +40.7% | +1.8% | +38.9% | +39.6% |
| 1Y | +37.5% | +25.3% | +12.2% | +32.2% |
| 3Y | +43.9% | +9.1% | +34.9% | +37.3% |
| 5Y | +161.5% | -34.9% | +196.3% | +169.3% |
| 10Y | +215.1% | +108.2% | +107.0% | +159.6% |
| All | +426.6% | +606.1% | -179.5% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling