+1,492.4%
CVX vs DIA
+1,120.9%
+371.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | +1.6% | +1.6% | 0.0% | +0.1% |
| 30D | -0.6% | +1.2% | -1.9% | -2.2% |
| 3M | +11.0% | -2.4% | +13.4% | +12.8% |
| 6M | +18.4% | +5.7% | +12.8% | +11.1% |
| YTD | +45.9% | +9.9% | +36.0% | +30.7% |
| 1Y | +46.7% | +9.8% | +36.9% | +31.3% |
| 3Y | +71.6% | +59.8% | +11.8% | +7.4% |
| 5Y | +131.4% | +57.7% | +73.8% | +45.4% |
| 10Y | +209.3% | +235.8% | -26.5% | +2.5% |
| All | +1,492.4% | +1,120.9% | +371.5% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling