+143.1%
CVX vs REPL
-6.0%
+149.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +3.3% | -3.0% | +6.3% | +3.4% |
| 30D | +12.9% | +27.1% | -14.3% | +12.1% |
| 3M | +11.7% | +52.4% | -40.7% | +9.2% |
| 6M | +14.1% | +107.4% | -93.3% | +8.1% |
| YTD | +40.7% | +54.7% | -14.0% | +34.3% |
| 1Y | +37.5% | +158.9% | -121.4% | +26.4% |
| 3Y | +43.9% | -23.7% | +67.7% | +29.6% |
| 5Y | +161.5% | -54.3% | +215.8% | +140.0% |
| All | +143.1% | -6.0% | +149.1% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling