+166.0%
CVX vs RCAT
+192.8%
-26.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.5% |
| 7D | -0.6% | +5.4% | -6.0% | -0.7% |
| 30D | +13.4% | -5.6% | +19.0% | +13.5% |
| 3M | +11.8% | -30.2% | +42.0% | +12.4% |
| 6M | +12.4% | -43.4% | +55.8% | +13.1% |
| YTD | +41.5% | +9.6% | +31.9% | +39.9% |
| 1Y | +41.6% | -2.0% | +43.6% | +39.8% |
| 3Y | +42.2% | +825.0% | -782.8% | +31.8% |
| 5Y | +166.0% | +199.8% | -33.9% | +151.7% |
| All | +166.0% | +192.8% | -26.8% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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