+185.0%
CVX vs RDW
-0.7%
+185.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | +2.6% | +0.9% | +1.8% | +2.6% |
| 30D | +9.8% | -21.3% | +31.1% | +10.4% |
| 3M | +16.2% | -37.9% | +54.1% | +17.3% |
| 6M | +13.6% | +12.3% | +1.4% | +11.7% |
| YTD | +44.4% | +39.7% | +4.6% | +40.0% |
| 1Y | +40.6% | +25.7% | +14.9% | +36.2% |
| 3Y | +48.2% | +230.8% | -182.7% | +32.8% |
| 5Y | +172.3% | -8.8% | +181.0% | +145.4% |
| All | +185.0% | -0.7% | +185.7% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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