+45.0%
CVX vs RRX
+19.1%
+25.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.5% | +5.7% | -2.5% |
| 7D | -8.0% | -2.0% | -6.0% | -8.0% |
| 30D | +2.6% | -3.6% | +6.2% | +2.6% |
| 3M | +15.2% | -12.3% | +27.5% | +14.3% |
| 6M | +12.5% | -27.5% | +40.0% | +11.1% |
| YTD | +43.6% | +14.9% | +28.7% | +43.9% |
| 1Y | +45.0% | +17.4% | +27.6% | +45.9% |
| All | +45.0% | +19.1% | +25.9% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling