+217.2%
CVX vs ROST
+308.3%
-91.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.7% | -2.5% | +3.2% | +1.6% |
| 30D | +9.1% | -10.3% | +19.4% | +13.2% |
| 3M | +13.1% | -2.6% | +15.7% | +13.5% |
| 6M | +16.3% | +6.5% | +9.7% | +12.0% |
| YTD | +43.5% | +25.9% | +17.6% | +29.3% |
| 1Y | +40.2% | +52.3% | -12.2% | +16.9% |
| 3Y | +44.2% | +94.6% | -50.3% | +6.1% |
| 5Y | +170.6% | +111.1% | +59.5% | +83.5% |
| All | +217.2% | +308.3% | -91.1% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling