+47.3%
CVX vs RNG
+120.1%
-72.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.7% | -9.6% | +10.3% | +1.2% |
| 30D | +9.1% | +8.8% | +0.3% | +8.6% |
| 3M | +13.1% | +78.6% | -65.5% | +9.2% |
| 6M | +16.3% | +70.3% | -54.0% | +12.3% |
| YTD | +43.5% | +140.3% | -96.8% | +34.2% |
| 1Y | +40.2% | +126.6% | -86.5% | +31.6% |
| All | +47.3% | +120.1% | -72.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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