+1,115.9%
CVX vs RCAT
-100.0%
+1,215.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | +3.3% | -1.4% | +4.8% | +3.3% |
| 30D | +12.9% | -3.3% | +16.2% | +12.9% |
| 3M | +11.7% | -43.2% | +54.9% | +11.8% |
| 6M | +14.1% | -43.2% | +57.3% | +14.2% |
| YTD | +40.7% | +5.5% | +35.1% | +40.6% |
| 1Y | +37.5% | -1.6% | +39.1% | +37.4% |
| 3Y | +43.9% | +773.7% | -729.8% | +43.1% |
| 5Y | +161.5% | +187.6% | -26.2% | +160.2% |
| 10Y | +215.1% | -98.5% | +313.6% | +211.4% |
| All | +1,115.9% | -100.0% | +1,215.9% | +1,074.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling