+172.2%
CVX vs RUN
-80.3%
+252.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +2.0% |
| 7D | +1.0% | -1.8% | +2.7% | +1.0% |
| 30D | +10.7% | -10.8% | +21.5% | +11.0% |
| 3M | +15.5% | -30.2% | +45.6% | +16.5% |
| 6M | +14.9% | -22.3% | +37.2% | +15.0% |
| YTD | +44.2% | -52.2% | +96.4% | +46.3% |
| 1Y | +43.5% | -45.1% | +88.6% | +44.3% |
| 3Y | +45.0% | -37.1% | +82.1% | +36.2% |
| 5Y | +172.2% | -80.3% | +252.4% | +162.7% |
| All | +172.2% | -80.3% | +252.4% | +162.7% |
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