+192.7%
CVX vs ROIV
+287.3%
-94.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.0% |
| 7D | -7.5% | +13.3% | -20.8% | -7.7% |
| 30D | -0.6% | +14.8% | -15.3% | -0.9% |
| 3M | +14.0% | +11.9% | +2.1% | +13.6% |
| 6M | +18.1% | +42.4% | -24.3% | +16.8% |
| YTD | +42.2% | +87.4% | -45.3% | +38.8% |
| 1Y | +41.3% | +97.2% | -55.9% | +37.6% |
| 3Y | +68.3% | +375.7% | -307.3% | +58.2% |
| 5Y | +122.0% | +379.0% | -257.0% | +102.0% |
| All | +192.7% | +287.3% | -94.6% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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