+166.0%
CVX vs DIA
+64.1%
+101.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.3% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | +13.4% | -2.1% | +15.5% | +14.8% |
| 3M | +11.8% | +4.2% | +7.7% | +8.4% |
| 6M | +12.4% | +11.9% | +0.6% | +3.2% |
| YTD | +41.5% | +10.8% | +30.7% | +30.5% |
| 1Y | +41.6% | +17.5% | +24.1% | +24.5% |
| 3Y | +42.2% | +59.9% | -17.7% | -2.6% |
| 5Y | +166.0% | +64.1% | +101.8% | +76.0% |
| All | +166.0% | +64.1% | +101.9% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling