+172.2%
CVX vs RIG
+64.1%
+108.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +1.0% | -8.2% | +9.2% | +3.0% |
| 30D | +10.7% | -0.2% | +10.8% | +10.6% |
| 3M | +15.5% | -2.7% | +18.2% | +15.9% |
| 6M | +14.9% | -7.5% | +22.3% | +15.9% |
| YTD | +44.2% | +38.3% | +5.9% | +31.1% |
| 1Y | +43.5% | +81.8% | -38.3% | +20.6% |
| 3Y | +45.0% | -30.2% | +75.2% | +45.9% |
| 5Y | +172.2% | +59.9% | +112.2% | +103.4% |
| All | +172.2% | +64.1% | +108.1% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling