+3,324.1%
CVX vs RCL
+5,669.9%
-2,345.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | -9.7% | +6.5% | -16.2% | -10.9% |
| 30D | +3.6% | +15.9% | -12.2% | +0.6% |
| 3M | +13.3% | +2.7% | +10.7% | +12.1% |
| 6M | +16.9% | +15.2% | +1.7% | +12.3% |
| YTD | +43.4% | +19.2% | +24.2% | +34.7% |
| 1Y | +44.5% | +31.6% | +12.9% | +32.9% |
| 3Y | +64.0% | +274.2% | -210.2% | +19.8% |
| 5Y | +126.4% | +250.1% | -123.6% | +58.4% |
| 10Y | +209.4% | +388.4% | -179.0% | +81.9% |
| All | +3,324.1% | +5,669.9% | -2,345.8% | +1,099.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling