+219.2%
CVX vs DGX
+255.3%
-36.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | +9.8% | -1.2% | +11.0% | +10.2% |
| 3M | +16.2% | +15.8% | +0.4% | +10.6% |
| 6M | +13.6% | +18.2% | -4.6% | +7.1% |
| YTD | +44.4% | +37.2% | +7.2% | +29.0% |
| 1Y | +40.6% | +30.4% | +10.2% | +27.5% |
| 3Y | +48.2% | +96.7% | -48.5% | +13.7% |
| 5Y | +172.3% | +67.2% | +105.1% | +118.0% |
| All | +219.2% | +255.3% | -36.2% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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