+4,728.6%
CVX vs ROP
+30,029.2%
-25,300.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.7% | -2.9% | +1.3% | -1.0% |
| 30D | -0.8% | +30.1% | -30.9% | -7.4% |
| 3M | +9.4% | +19.9% | -10.5% | +4.1% |
| 6M | +17.5% | +46.0% | -28.5% | +6.1% |
| YTD | +43.8% | +8.4% | +35.5% | +39.1% |
| 1Y | +41.9% | +8.8% | +33.1% | +37.0% |
| 3Y | +69.1% | -5.6% | +74.8% | +68.3% |
| 5Y | +128.3% | +3.0% | +125.3% | +120.0% |
| 10Y | +204.9% | +184.0% | +20.9% | +134.5% |
| All | +4,728.6% | +30,029.2% | -25,300.6% | +2,369.9% |
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