+164.4%
CVX vs RCL
+234.8%
-70.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.3% | -5.1% | +8.4% | +3.7% |
| 30D | +12.9% | -19.0% | +31.9% | +14.7% |
| 3M | +11.7% | -9.6% | +21.3% | +12.2% |
| 6M | +14.1% | -6.7% | +20.8% | +13.9% |
| YTD | +40.7% | -3.9% | +44.6% | +39.0% |
| 1Y | +37.5% | -25.1% | +62.6% | +40.0% |
| 3Y | +43.9% | +179.1% | -135.2% | +21.8% |
| All | +164.4% | +234.8% | -70.4% | +98.1% |
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