+4,798.1%
CVX vs ROP
+30,039.9%
-25,241.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.6% | -2.7% | +4.3% | +2.3% |
| 30D | -0.6% | +29.7% | -30.3% | -7.1% |
| 3M | +11.0% | +21.2% | -10.2% | +5.4% |
| 6M | +18.4% | +48.3% | -29.8% | +6.5% |
| YTD | +45.9% | +8.4% | +37.5% | +41.1% |
| 1Y | +46.7% | +6.0% | +40.7% | +42.6% |
| 3Y | +71.6% | -5.6% | +77.2% | +70.7% |
| 5Y | +131.4% | +1.3% | +130.2% | +124.0% |
| 10Y | +209.3% | +184.1% | +25.2% | +137.8% |
| All | +4,798.1% | +30,039.9% | -25,241.8% | +2,405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling