+170.6%
CVX vs RNG
-70.1%
+240.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +0.7% | -9.6% | +10.3% | +1.1% |
| 30D | +9.1% | +8.8% | +0.3% | +8.7% |
| 3M | +13.1% | +78.6% | -65.5% | +9.8% |
| 6M | +16.3% | +70.3% | -54.0% | +12.9% |
| YTD | +43.5% | +140.3% | -96.8% | +36.2% |
| 1Y | +40.2% | +126.6% | -86.5% | +33.3% |
| 3Y | +44.2% | +120.2% | -76.0% | +35.4% |
| 5Y | +170.6% | -68.3% | +238.9% | +146.7% |
| All | +170.6% | -70.1% | +240.7% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling