+204.9%
CVX vs RRC
+72.2%
+132.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -0.8% | +25.2% | -26.0% | -6.3% |
| 3M | +9.4% | +27.8% | -18.4% | +2.8% |
| 6M | +17.5% | +27.2% | -9.7% | +10.5% |
| YTD | +43.8% | +48.2% | -4.3% | +30.6% |
| 1Y | +41.9% | +34.7% | +7.2% | +31.4% |
| 3Y | +69.1% | +62.2% | +6.9% | +47.9% |
| 5Y | +128.3% | +130.9% | -2.6% | +78.2% |
| 10Y | +204.9% | +73.4% | +131.5% | +91.4% |
| All | +204.9% | +72.2% | +132.7% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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