+214.5%
CVX vs ROL
+221.5%
-7.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -0.9% | +1.1% |
| 7D | +3.4% | +3.0% | +0.4% | +2.8% |
| 30D | -1.0% | +19.8% | -20.7% | -5.1% |
| 3M | +12.2% | +7.9% | +4.3% | +9.9% |
| 6M | +20.3% | -25.6% | +46.0% | +28.2% |
| YTD | +48.3% | -34.1% | +82.4% | +62.1% |
| 1Y | +46.9% | -31.4% | +78.3% | +58.8% |
| 3Y | +73.1% | +4.7% | +68.4% | +64.9% |
| 5Y | +135.2% | +15.6% | +119.6% | +112.9% |
| All | +214.5% | +221.5% | -7.0% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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