+279.9%
CVX vs RACE
+658.9%
-379.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -9.7% | +5.1% | -14.8% | -11.0% |
| 30D | +3.6% | +7.7% | -4.1% | +1.5% |
| 3M | +13.3% | +2.2% | +11.2% | +12.3% |
| 6M | +16.9% | +23.8% | -6.9% | +9.2% |
| YTD | +43.4% | +13.9% | +29.5% | +35.8% |
| 1Y | +44.5% | +3.8% | +40.7% | +40.6% |
| 3Y | +64.0% | +28.0% | +35.9% | +43.4% |
| 5Y | +126.4% | +64.9% | +61.5% | +76.7% |
| 10Y | +209.4% | +780.4% | -571.0% | +34.3% |
| All | +279.9% | +658.9% | -379.0% | +58.0% |
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