+125.6%
CVX vs RBA
+37.7%
+87.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | -9.7% | +4.3% | -14.0% | -10.2% |
| 30D | +3.6% | +16.3% | -12.7% | +1.8% |
| 3M | +13.3% | +1.3% | +12.0% | +13.0% |
| 6M | +16.9% | -11.1% | +28.0% | +17.9% |
| YTD | +43.4% | -8.5% | +51.9% | +43.5% |
| 1Y | +44.5% | -2.1% | +46.6% | +43.0% |
| 3Y | +64.0% | +44.6% | +19.4% | +53.5% |
| All | +125.6% | +37.7% | +87.9% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling