+166.0%
CVX vs RRC
+153.5%
+12.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.2% |
| 30D | +13.4% | +9.4% | +4.0% | +10.6% |
| 3M | +11.8% | +7.4% | +4.4% | +9.5% |
| 6M | +12.4% | +1.5% | +11.0% | +11.9% |
| YTD | +41.5% | +19.4% | +22.1% | +34.4% |
| 1Y | +41.6% | +24.2% | +17.4% | +32.4% |
| 3Y | +42.2% | +32.8% | +9.5% | +27.9% |
| 5Y | +166.0% | +152.9% | +13.1% | +100.5% |
| All | +166.0% | +153.5% | +12.5% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling