+125.6%
CVX vs RCL
+247.7%
-122.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | -9.7% | +6.5% | -16.2% | -10.1% |
| 30D | +3.6% | +15.9% | -12.2% | +2.5% |
| 3M | +13.3% | +2.7% | +10.7% | +13.0% |
| 6M | +16.9% | +15.2% | +1.7% | +15.2% |
| YTD | +43.4% | +19.2% | +24.2% | +39.4% |
| 1Y | +44.5% | +31.6% | +12.9% | +38.5% |
| 3Y | +64.0% | +274.2% | -210.2% | +35.8% |
| All | +125.6% | +247.7% | -122.0% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling