+221.9%
CVX vs ROP
+132.1%
+89.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.6% |
| 7D | +1.0% | -6.1% | +7.1% | +4.0% |
| 30D | +10.7% | -3.4% | +14.0% | +12.2% |
| 3M | +15.5% | +16.7% | -1.2% | +5.9% |
| 6M | +14.9% | +8.1% | +6.8% | +9.1% |
| YTD | +44.2% | -11.7% | +55.9% | +50.7% |
| 1Y | +43.5% | -24.2% | +67.7% | +62.4% |
| 3Y | +45.0% | -19.0% | +63.9% | +54.3% |
| 5Y | +172.2% | -15.9% | +188.0% | +175.0% |
| 10Y | +221.9% | +135.7% | +86.2% | +79.3% |
| All | +221.9% | +132.1% | +89.8% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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