+4,622.6%
CVX vs ROP
+25,523.2%
-20,900.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.4% |
| 7D | +3.3% | -4.4% | +7.8% | +4.5% |
| 30D | +12.9% | +3.2% | +9.6% | +11.9% |
| 3M | +11.7% | +23.1% | -11.3% | +5.6% |
| 6M | +14.1% | +13.3% | +0.8% | +10.0% |
| YTD | +40.7% | -7.9% | +48.5% | +42.2% |
| 1Y | +37.5% | -22.1% | +59.6% | +44.7% |
| 3Y | +43.9% | -16.8% | +60.7% | +48.2% |
| 5Y | +161.5% | -13.5% | +175.0% | +164.0% |
| 10Y | +215.1% | +137.7% | +77.4% | +154.0% |
| All | +4,622.6% | +25,523.2% | -20,900.6% | +2,424.0% |
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