+130.0%
CVX vs RUN
-85.3%
+215.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | +3.4% | -13.5% | +17.0% | +3.8% |
| 30D | -1.0% | +18.3% | -19.3% | -1.5% |
| 3M | +12.2% | -12.5% | +24.7% | +12.4% |
| 6M | +20.3% | -40.3% | +60.7% | +21.8% |
| YTD | +48.3% | -53.1% | +101.4% | +50.4% |
| 1Y | +46.9% | -54.3% | +101.2% | +49.0% |
| 3Y | +73.1% | -6.5% | +79.6% | +58.8% |
| All | +130.0% | -85.3% | +215.3% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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