+4,683.6%
CVX vs RGEN
+1,576.0%
+3,107.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +3.3% | -4.9% | +8.3% | +3.5% |
| 30D | +12.9% | +5.7% | +7.2% | +12.7% |
| 3M | +11.7% | +32.4% | -20.7% | +10.8% |
| 6M | +14.1% | +33.2% | -19.0% | +13.1% |
| YTD | +40.7% | +2.3% | +38.4% | +40.3% |
| 1Y | +37.5% | +39.0% | -1.5% | +35.9% |
| 3Y | +43.9% | -4.6% | +48.6% | +42.8% |
| 5Y | +161.5% | -42.7% | +204.1% | +161.0% |
| 10Y | +215.1% | +433.6% | -218.5% | +196.7% |
| All | +4,683.6% | +1,576.0% | +3,107.6% | +4,033.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling