+1,322.3%
CVX vs RSG
+2,013.0%
-690.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +10.7% | +3.7% | +7.0% | +9.5% |
| 3M | +15.5% | +6.2% | +9.3% | +13.4% |
| 6M | +14.9% | -2.8% | +17.7% | +15.6% |
| YTD | +44.2% | +5.9% | +38.3% | +41.6% |
| 1Y | +43.5% | -1.8% | +45.3% | +43.8% |
| 3Y | +45.0% | +57.5% | -12.5% | +26.1% |
| 5Y | +172.2% | +91.1% | +81.1% | +122.1% |
| 10Y | +221.9% | +428.1% | -206.2% | +105.6% |
| All | +1,322.3% | +2,013.0% | -690.6% | +591.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling