+4,803.1%
CVX vs RRX
+3,824.6%
+978.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | +10.7% | -8.0% | +18.6% | +12.9% |
| 3M | +15.5% | -25.1% | +40.5% | +22.3% |
| 6M | +14.9% | -18.3% | +33.2% | +16.9% |
| YTD | +44.2% | +14.2% | +30.1% | +32.9% |
| 1Y | +43.5% | +13.0% | +30.5% | +31.7% |
| 3Y | +45.0% | +4.2% | +40.8% | +29.9% |
| 5Y | +172.2% | +17.9% | +154.3% | +129.0% |
| 10Y | +221.9% | +220.4% | +1.5% | +107.1% |
| All | +4,803.1% | +3,824.6% | +978.5% | +2,385.9% |
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 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