+47.0%
CVX vs DTE
+5.6%
+41.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -3.8% |
| 7D | -5.3% | +4.2% | -9.6% | -5.5% |
| 30D | +5.1% | +10.0% | -4.9% | +4.5% |
| 3M | +14.9% | -2.1% | +17.0% | +15.1% |
| 6M | +14.9% | -4.7% | +19.5% | +15.5% |
| YTD | +46.3% | +9.3% | +37.0% | +44.6% |
| 1Y | +47.0% | +6.6% | +40.4% | +45.5% |
| All | +47.0% | +5.6% | +41.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling