+2,677.5%
CVX vs DVA
+5,081.6%
-2,404.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -0.6% | +2.2% | -2.8% | -0.9% |
| 30D | +13.4% | -2.0% | +15.5% | +13.7% |
| 3M | +11.8% | -6.3% | +18.1% | +12.4% |
| 6M | +12.4% | +19.4% | -7.0% | +8.9% |
| YTD | +41.5% | +58.5% | -17.0% | +31.5% |
| 1Y | +41.6% | +33.9% | +7.7% | +34.4% |
| 3Y | +42.2% | +88.4% | -46.2% | +27.2% |
| 5Y | +166.0% | +39.5% | +126.5% | +142.9% |
| 10Y | +207.2% | +179.5% | +27.7% | +152.7% |
| All | +2,677.5% | +5,081.6% | -2,404.1% | +1,864.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling