+4,683.6%
CVX vs ROST
+70,186.2%
-65,502.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.3% | +0.9% | +2.4% | +3.2% |
| 30D | +12.9% | -8.9% | +21.8% | +14.4% |
| 3M | +11.7% | -0.8% | +12.5% | +11.6% |
| 6M | +14.1% | +8.5% | +5.7% | +12.2% |
| YTD | +40.7% | +28.6% | +12.1% | +34.7% |
| 1Y | +37.5% | +52.3% | -14.8% | +28.2% |
| 3Y | +43.9% | +94.8% | -50.9% | +28.3% |
| 5Y | +161.5% | +110.8% | +50.7% | +126.7% |
| 10Y | +215.1% | +304.5% | -89.4% | +151.6% |
| All | +4,683.6% | +70,186.2% | -65,502.6% | +2,802.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling