+209.5%
CVX vs RBA
+204.3%
+5.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +1.6% | -0.5% | +2.2% | +1.7% |
| 30D | -0.6% | +6.8% | -7.5% | -2.5% |
| 3M | +11.0% | +9.5% | +1.6% | +8.1% |
| 6M | +18.4% | -8.2% | +26.6% | +19.5% |
| YTD | +45.9% | -7.7% | +53.7% | +45.9% |
| 1Y | +46.7% | -6.9% | +53.6% | +46.1% |
| 3Y | +71.6% | +61.6% | +9.9% | +42.6% |
| 5Y | +131.4% | +44.7% | +86.7% | +93.2% |
| All | +209.5% | +204.3% | +5.2% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling