+125.6%
CVX vs DOCS
-51.8%
+177.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | -0.1% |
| 7D | -9.7% | -0.8% | -9.0% | -9.7% |
| 30D | +3.6% | +17.4% | -13.8% | +3.1% |
| 3M | +13.3% | +57.4% | -44.0% | +11.5% |
| 6M | +16.9% | +26.5% | -9.7% | +15.6% |
| YTD | +43.4% | -26.6% | +70.0% | +44.7% |
| 1Y | +44.5% | -48.1% | +92.5% | +47.8% |
| 3Y | +64.0% | +52.6% | +11.3% | +58.8% |
| All | +125.6% | -51.8% | +177.5% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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