+167.0%
CVX vs RRX
+17.8%
+149.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.2% |
| 7D | +2.6% | -0.3% | +3.0% | +2.6% |
| 30D | +9.8% | -6.1% | +16.0% | +10.6% |
| 3M | +16.2% | -23.1% | +39.3% | +19.2% |
| 6M | +13.6% | -19.5% | +33.1% | +14.7% |
| YTD | +44.4% | +16.1% | +28.3% | +35.4% |
| 1Y | +40.6% | +12.9% | +27.7% | +32.0% |
| 3Y | +48.2% | +7.9% | +40.3% | +36.7% |
| All | +167.0% | +17.8% | +149.2% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling