+166.0%
CVX vs RCL
+234.0%
-68.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -0.6% | -0.5% | -0.1% | -0.6% |
| 30D | +13.4% | -17.3% | +30.8% | +15.1% |
| 3M | +11.8% | -2.8% | +14.6% | +11.6% |
| 6M | +12.4% | -4.4% | +16.8% | +11.9% |
| YTD | +41.5% | -4.2% | +45.7% | +39.8% |
| 1Y | +41.6% | -23.4% | +65.0% | +43.7% |
| 3Y | +42.2% | +179.4% | -137.1% | +20.3% |
| 5Y | +166.0% | +238.8% | -72.8% | +99.3% |
| All | +166.0% | +234.0% | -68.0% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RCL 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling