+217.2%
CVX vs RGEN
+414.1%
-196.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.7% | -2.9% | +3.6% | +0.9% |
| 30D | +9.1% | -0.1% | +9.2% | +9.1% |
| 3M | +13.1% | +25.9% | -12.9% | +10.8% |
| 6M | +16.3% | +35.2% | -19.0% | +12.9% |
| YTD | +43.5% | +0.5% | +43.0% | +42.8% |
| 1Y | +40.2% | +37.0% | +3.2% | +35.3% |
| 3Y | +44.2% | +2.0% | +42.2% | +40.0% |
| 5Y | +170.6% | -44.2% | +214.8% | +170.9% |
| All | +217.2% | +414.1% | -196.9% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RGEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling