+219.2%
CVX vs DTE
+137.8%
+81.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.4% |
| 7D | +2.6% | -2.6% | +5.2% | +4.1% |
| 30D | +9.8% | -4.4% | +14.2% | +12.6% |
| 3M | +16.2% | -8.3% | +24.5% | +21.7% |
| 6M | +13.6% | -8.1% | +21.7% | +18.3% |
| YTD | +44.4% | +4.4% | +39.9% | +39.1% |
| 1Y | +40.6% | +0.2% | +40.4% | +38.4% |
| 3Y | +48.2% | +42.6% | +5.6% | +14.5% |
| 5Y | +172.3% | +31.5% | +140.8% | +116.3% |
| All | +219.2% | +137.8% | +81.4% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling