+47.0%
CVX vs ROST
+54.7%
-7.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.1% | -9.8% | -2.8% |
| 7D | -5.3% | +7.8% | -13.1% | -4.3% |
| 30D | +5.1% | +8.6% | -3.5% | +6.4% |
| 3M | +14.9% | -1.9% | +16.9% | +15.1% |
| 6M | +14.9% | +9.1% | +5.7% | +16.5% |
| YTD | +46.3% | +37.2% | +9.1% | +46.9% |
| 1Y | +47.0% | +52.7% | -5.7% | +48.2% |
| All | +47.0% | +54.7% | -7.7% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling