+124.0%
CVX vs ROL
+13.6%
+110.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -9.7% | +9.5% | -19.2% | -10.5% |
| 30D | +3.6% | +22.9% | -19.3% | +1.7% |
| 3M | +13.3% | +3.5% | +9.8% | +12.8% |
| 6M | +16.9% | -29.4% | +46.3% | +20.8% |
| YTD | +43.4% | -36.1% | +79.4% | +49.7% |
| 1Y | +44.5% | -34.4% | +78.8% | +50.4% |
| 3Y | +64.0% | +4.0% | +60.0% | +60.6% |
| All | +124.0% | +13.6% | +110.4% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling