+204.9%
CVX vs RCL
+368.0%
-163.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -0.8% | +19.4% | -20.2% | -4.6% |
| 3M | +9.4% | +9.8% | -0.4% | +6.7% |
| 6M | +17.5% | +28.6% | -11.1% | +9.9% |
| YTD | +43.8% | +22.2% | +21.7% | +33.1% |
| 1Y | +41.9% | +29.7% | +12.2% | +29.2% |
| 3Y | +69.1% | +265.3% | -196.2% | +15.7% |
| 5Y | +128.3% | +301.8% | -173.5% | +42.3% |
| 10Y | +204.9% | +360.5% | -155.6% | +66.5% |
| All | +204.9% | +368.0% | -163.0% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling