+20.3%
CVX vs RRX
-16.4%
+36.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.4% |
| 7D | +3.4% | +4.3% | -0.9% | +3.9% |
| 30D | -1.0% | +12.3% | -13.3% | +0.7% |
| 3M | +12.2% | +3.7% | +8.5% | +13.2% |
| 6M | +20.3% | -13.9% | +34.3% | +21.2% |
| All | +20.3% | -16.4% | +36.7% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling