+4,711.1%
CVX vs DTE
+3,521.9%
+1,189.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +13.4% | -1.9% | +15.3% | +14.4% |
| 3M | +11.8% | -3.3% | +15.2% | +13.5% |
| 6M | +12.4% | -7.1% | +19.6% | +16.0% |
| YTD | +41.5% | +8.1% | +33.4% | +34.9% |
| 1Y | +41.6% | +5.3% | +36.3% | +36.5% |
| 3Y | +42.2% | +48.2% | -5.9% | +13.0% |
| 5Y | +166.0% | +33.2% | +132.7% | +119.8% |
| 10Y | +207.2% | +137.5% | +69.7% | +87.8% |
| All | +4,711.1% | +3,521.9% | +1,189.2% | +934.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling