+67.5%
CVX vs DIA
+60.6%
+6.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.2% | +0.9% | -7.1% | -6.6% |
| 30D | -0.4% | +1.1% | -1.5% | -0.9% |
| 3M | +9.3% | -2.9% | +12.2% | +10.5% |
| 6M | +18.4% | +5.9% | +12.5% | +14.3% |
| YTD | +42.5% | +9.8% | +32.7% | +34.1% |
| 1Y | +41.0% | +11.7% | +29.3% | +30.9% |
| 3Y | +67.5% | +59.5% | +8.0% | +19.2% |
| All | +67.5% | +60.6% | +6.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 3y: compounded portfolio wealth divided by compounded DIA 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…
3y analysis · Full analysis span regression · 6 months rolling