+272.7%
CVX vs RACE
+647.6%
-374.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | +3.3% | -2.5% | +5.9% | +4.0% |
| 30D | +12.9% | +0.8% | +12.1% | +12.5% |
| 3M | +11.7% | +17.2% | -5.4% | +6.4% |
| 6M | +14.1% | +13.6% | +0.6% | +8.9% |
| YTD | +40.7% | +12.2% | +28.5% | +34.1% |
| 1Y | +37.5% | -16.3% | +53.8% | +42.2% |
| 3Y | +43.9% | +36.4% | +7.5% | +22.9% |
| 5Y | +161.5% | +95.0% | +66.5% | +90.0% |
| 10Y | +215.1% | +813.2% | -598.1% | +35.3% |
| All | +272.7% | +647.6% | -374.9% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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