+166.0%
CVX vs ROP
-14.2%
+180.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.1% |
| 7D | -0.6% | -5.4% | +4.8% | +0.5% |
| 30D | +13.4% | -1.6% | +15.1% | +13.7% |
| 3M | +11.8% | +18.8% | -7.0% | +7.5% |
| 6M | +12.4% | +8.2% | +4.2% | +10.1% |
| YTD | +41.5% | -10.5% | +52.0% | +44.3% |
| 1Y | +41.6% | -23.7% | +65.3% | +50.3% |
| 3Y | +42.2% | -17.9% | +60.1% | +47.8% |
| 5Y | +166.0% | -15.3% | +181.3% | +170.5% |
| All | +166.0% | -14.2% | +180.2% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling