+126.1%
CVX vs ROP
+0.5%
+125.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -0.4% | +30.3% | -30.7% | -5.4% |
| 3M | +9.3% | +17.8% | -8.5% | +5.7% |
| 6M | +18.4% | +38.9% | -20.5% | +10.3% |
| YTD | +42.5% | +7.6% | +34.8% | +39.9% |
| 1Y | +41.0% | +6.5% | +34.6% | +38.8% |
| 3Y | +67.5% | -6.3% | +73.8% | +69.8% |
| 5Y | +126.1% | +0.9% | +125.2% | +120.2% |
| All | +126.1% | +0.5% | +125.6% | +120.2% |
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