+40.6%
CVX vs RIG
+77.2%
-36.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +2.6% | -3.1% | +5.7% | +3.2% |
| 30D | +9.8% | -0.5% | +10.4% | +9.9% |
| 3M | +16.2% | -6.0% | +22.2% | +16.8% |
| 6M | +13.6% | -10.1% | +23.8% | +14.7% |
| YTD | +44.4% | +37.3% | +7.1% | +38.7% |
| 1Y | +40.6% | +73.9% | -33.3% | +32.1% |
| All | +40.6% | +77.2% | -36.6% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling