+219.2%
CVX vs RMBS
+566.4%
-347.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +2.6% | +1.8% | +0.9% | +2.4% |
| 30D | +9.8% | -13.9% | +23.7% | +12.0% |
| 3M | +16.2% | -39.8% | +56.0% | +23.7% |
| 6M | +13.6% | -6.0% | +19.6% | +8.8% |
| YTD | +44.4% | -5.4% | +49.7% | +35.9% |
| 1Y | +40.6% | -1.8% | +42.4% | +28.9% |
| 3Y | +48.2% | +53.7% | -5.5% | +12.2% |
| 5Y | +172.3% | +268.5% | -96.2% | +39.8% |
| All | +219.2% | +566.4% | -347.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling