+167.0%
CVX vs DTE
+30.3%
+136.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +2.6% | -2.6% | +5.2% | +3.4% |
| 30D | +9.8% | -4.4% | +14.2% | +11.2% |
| 3M | +16.2% | -8.3% | +24.5% | +19.0% |
| 6M | +13.6% | -8.1% | +21.7% | +16.0% |
| YTD | +44.4% | +4.4% | +39.9% | +41.5% |
| 1Y | +40.6% | +0.2% | +40.4% | +39.4% |
| 3Y | +48.2% | +42.6% | +5.6% | +29.7% |
| All | +167.0% | +30.3% | +136.7% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling