+145.7%
CVX vs REPL
+39.1%
+106.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -0.9% |
| 7D | -7.5% | +14.2% | -21.7% | -7.8% |
| 30D | -0.6% | +65.9% | -66.4% | -1.9% |
| 3M | +14.0% | +84.6% | -70.6% | +12.0% |
| 6M | +18.1% | +446.9% | -428.8% | +10.6% |
| YTD | +42.2% | +129.0% | -86.9% | +34.2% |
| 1Y | +41.3% | +167.9% | -126.5% | +32.6% |
| 3Y | +68.3% | +93.9% | -25.6% | +43.6% |
| 5Y | +122.0% | -33.0% | +155.0% | +102.0% |
| All | +145.7% | +39.1% | +106.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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