+172.2%
CVX vs DT
-28.0%
+200.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +1.0% | -0.5% | +1.5% | +1.0% |
| 30D | +10.7% | +0.1% | +10.6% | +10.6% |
| 3M | +15.5% | +24.1% | -8.6% | +12.5% |
| 6M | +14.9% | +30.1% | -15.2% | +10.9% |
| YTD | +44.2% | +16.8% | +27.5% | +40.7% |
| 1Y | +43.5% | -0.1% | +43.6% | +42.6% |
| 3Y | +45.0% | +6.8% | +38.1% | +41.1% |
| 5Y | +172.2% | -28.4% | +200.5% | +166.2% |
| All | +172.2% | -28.0% | +200.1% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling