+4,942.5%
CVX vs RRX
+4,247.4%
+695.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.2% |
| 7D | +3.4% | +4.3% | -0.9% | +2.2% |
| 30D | -1.0% | +12.3% | -13.3% | -4.4% |
| 3M | +12.2% | +3.7% | +8.5% | +10.1% |
| 6M | +20.3% | -13.9% | +34.3% | +21.5% |
| YTD | +48.3% | +26.5% | +21.9% | +32.1% |
| 1Y | +46.9% | +29.3% | +17.6% | +29.7% |
| 3Y | +73.1% | +65.6% | +7.6% | +36.9% |
| 5Y | +135.2% | +10.6% | +124.6% | +101.0% |
| 10Y | +214.4% | +202.9% | +11.5% | +102.8% |
| All | +4,942.5% | +4,247.4% | +695.1% | +2,370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling