+42.2%
CVX vs RIG
-28.9%
+71.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -0.6% | -2.7% | +2.1% | 0.0% |
| 30D | +13.4% | +9.5% | +3.9% | +11.0% |
| 3M | +11.8% | -6.6% | +18.5% | +13.1% |
| 6M | +12.4% | -2.9% | +15.3% | +12.1% |
| YTD | +41.5% | +39.5% | +2.0% | +29.3% |
| 1Y | +41.6% | +82.3% | -40.7% | +20.2% |
| 3Y | +42.2% | -29.6% | +71.8% | +43.9% |
| All | +42.2% | -28.9% | +71.1% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling