+3,280.8%
CVX vs RIG
-43.4%
+3,324.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.6% |
| 7D | +3.4% | +5.7% | -2.3% | +2.0% |
| 30D | -1.0% | -0.7% | -0.3% | -1.1% |
| 3M | +12.2% | -3.1% | +15.3% | +12.4% |
| 6M | +20.3% | -16.3% | +36.7% | +24.6% |
| YTD | +48.3% | +34.1% | +14.2% | +34.6% |
| 1Y | +46.9% | +38.2% | +8.8% | +32.0% |
| 3Y | +73.1% | -15.3% | +88.4% | +65.0% |
| 5Y | +135.2% | +62.5% | +72.8% | +74.1% |
| 10Y | +214.4% | -46.6% | +261.0% | +110.1% |
| All | +3,280.8% | -43.4% | +3,324.2% | +2,108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling