+42.2%
CVX vs ROP
-18.5%
+60.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.0% |
| 7D | -0.6% | -5.4% | +4.8% | +0.3% |
| 30D | +13.4% | -1.6% | +15.1% | +13.7% |
| 3M | +11.8% | +18.8% | -7.0% | +8.1% |
| 6M | +12.4% | +8.2% | +4.2% | +10.4% |
| YTD | +41.5% | -10.5% | +52.0% | +44.3% |
| 1Y | +41.6% | -23.7% | +65.3% | +50.8% |
| 3Y | +42.2% | -17.9% | +60.1% | +48.1% |
| All | +42.2% | -18.5% | +60.8% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling