+143.0%
CVX vs DT
+100.3%
+42.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +2.6% | -1.6% | +4.2% | +2.9% |
| 30D | +9.8% | +3.0% | +6.8% | +9.2% |
| 3M | +16.2% | +26.5% | -10.3% | +11.2% |
| 6M | +13.6% | +35.9% | -22.3% | +6.8% |
| YTD | +44.4% | +17.8% | +26.5% | +38.6% |
| 1Y | +40.6% | +4.1% | +36.5% | +37.8% |
| 3Y | +48.2% | +5.3% | +42.9% | +42.5% |
| 5Y | +172.3% | -27.2% | +199.4% | +171.0% |
| All | +143.0% | +100.3% | +42.7% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling