+170.6%
CVX vs RMBS
+258.2%
-87.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | +9.1% | -11.5% | +20.6% | +9.6% |
| 3M | +13.1% | -38.2% | +51.3% | +15.2% |
| 6M | +16.3% | -4.8% | +21.0% | +13.8% |
| YTD | +43.5% | -7.1% | +50.6% | +39.6% |
| 1Y | +40.2% | +10.7% | +29.5% | +32.7% |
| 3Y | +44.2% | +54.5% | -10.2% | +27.3% |
| 5Y | +170.6% | +261.7% | -91.0% | +101.2% |
| All | +170.6% | +258.2% | -87.5% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling