+172.2%
CVX vs ROST
+108.0%
+64.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.1% |
| 7D | +1.0% | -2.2% | +3.2% | +1.2% |
| 30D | +10.7% | -11.4% | +22.1% | +12.3% |
| 3M | +15.5% | -1.6% | +17.1% | +15.5% |
| 6M | +14.9% | +6.8% | +8.1% | +13.3% |
| YTD | +44.2% | +25.8% | +18.4% | +38.4% |
| 1Y | +43.5% | +52.4% | -8.9% | +33.5% |
| 3Y | +45.0% | +94.4% | -49.4% | +28.3% |
| 5Y | +172.2% | +108.2% | +63.9% | +145.3% |
| All | +172.2% | +108.0% | +64.1% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling