+4,683.6%
CVX vs ROL
+9,030.3%
-4,346.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +3.3% | -1.4% | +4.8% | +3.7% |
| 30D | +12.9% | -4.1% | +17.0% | +13.9% |
| 3M | +11.7% | -22.5% | +34.2% | +18.4% |
| 6M | +14.1% | -37.7% | +51.8% | +27.1% |
| YTD | +40.7% | -39.6% | +80.3% | +57.6% |
| 1Y | +37.5% | -36.0% | +73.5% | +51.4% |
| 3Y | +43.9% | -5.1% | +49.1% | +41.9% |
| 5Y | +161.5% | -3.4% | +164.8% | +152.3% |
| 10Y | +215.1% | +215.2% | -0.1% | +120.7% |
| All | +4,683.6% | +9,030.3% | -4,346.7% | +1,852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling