+167.0%
CVX vs RSG
+89.9%
+77.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +9.8% | +4.0% | +5.9% | +8.7% |
| 3M | +16.2% | +7.4% | +8.8% | +13.9% |
| 6M | +13.6% | +0.1% | +13.5% | +13.4% |
| YTD | +44.4% | +6.0% | +38.4% | +42.0% |
| 1Y | +40.6% | -3.0% | +43.6% | +41.2% |
| 3Y | +48.2% | +56.5% | -8.3% | +31.0% |
| All | +167.0% | +89.9% | +77.1% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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