+1,541.6%
CVX vs RSP
+1,127.6%
+414.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -9.7% | -1.0% | -8.7% | -9.0% |
| 30D | +3.6% | +2.6% | +1.0% | +0.9% |
| 3M | +13.3% | -0.8% | +14.1% | +13.7% |
| 6M | +16.9% | +6.3% | +10.6% | +9.3% |
| YTD | +43.4% | +14.1% | +29.3% | +24.4% |
| 1Y | +44.5% | +18.0% | +26.5% | +21.3% |
| 3Y | +64.0% | +61.0% | +2.9% | +1.4% |
| 5Y | +126.4% | +45.6% | +80.8% | +51.0% |
| 10Y | +209.4% | +220.2% | -10.8% | +1.3% |
| All | +1,541.6% | +1,127.6% | +414.0% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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