+170.6%
CVX vs DVA
+40.8%
+129.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +9.1% | +1.7% | +7.5% | +9.0% |
| 3M | +13.1% | -8.7% | +21.7% | +13.8% |
| 6M | +16.3% | +19.7% | -3.4% | +13.9% |
| YTD | +43.5% | +59.6% | -16.1% | +36.0% |
| 1Y | +40.2% | +37.1% | +3.0% | +34.9% |
| 3Y | +44.2% | +89.8% | -45.5% | +33.4% |
| 5Y | +170.6% | +47.4% | +123.3% | +168.4% |
| All | +170.6% | +40.8% | +129.8% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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