+1,139.3%
CVX vs RCAT
-100.0%
+1,239.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +18.6% | -18.8% | -0.2% |
| 7D | -9.7% | -12.7% | +3.0% | -9.7% |
| 30D | +3.6% | -34.3% | +37.9% | +3.7% |
| 3M | +13.3% | -53.4% | +66.7% | +13.4% |
| 6M | +16.9% | -62.0% | +78.8% | +17.0% |
| YTD | +43.4% | -49.1% | +92.4% | +43.4% |
| 1Y | +44.5% | -53.1% | +97.6% | +44.5% |
| 3Y | +64.0% | +318.7% | -254.7% | +63.2% |
| 5Y | +126.4% | +48.5% | +77.9% | +125.5% |
| 10Y | +209.4% | -99.6% | +309.0% | +206.0% |
| All | +1,139.3% | -100.0% | +1,239.3% | +1,098.6% |
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