+167.0%
CVX vs DGX
+66.8%
+100.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +2.6% | -0.9% | +3.5% | +2.7% |
| 30D | +9.8% | -1.2% | +11.0% | +10.0% |
| 3M | +16.2% | +15.8% | +0.4% | +14.0% |
| 6M | +13.6% | +18.2% | -4.6% | +11.1% |
| YTD | +44.4% | +37.2% | +7.2% | +38.1% |
| 1Y | +40.6% | +30.4% | +10.2% | +35.4% |
| 3Y | +48.2% | +96.7% | -48.5% | +33.3% |
| All | +167.0% | +66.8% | +100.2% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling