+48.0%
CVX vs DOW
-35.5%
+83.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +1.0% | -6.0% | +7.0% | +2.7% |
| 30D | +10.7% | -2.7% | +13.4% | +11.4% |
| 3M | +15.5% | -10.5% | +26.0% | +18.8% |
| 6M | +14.9% | -12.4% | +27.3% | +18.6% |
| YTD | +44.2% | +30.0% | +14.2% | +33.6% |
| 1Y | +43.5% | +27.8% | +15.7% | +32.8% |
| All | +48.0% | -35.5% | +83.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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