+301.2%
CVX vs RUN
-31.9%
+333.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.3% |
| 7D | +3.3% | +1.3% | +2.1% | +3.2% |
| 30D | +12.9% | -15.3% | +28.1% | +14.0% |
| 3M | +11.7% | -40.0% | +51.7% | +15.2% |
| 6M | +14.1% | -27.0% | +41.1% | +15.3% |
| YTD | +40.7% | -51.7% | +92.4% | +45.2% |
| 1Y | +37.5% | -45.9% | +83.4% | +39.5% |
| 3Y | +43.9% | -43.8% | +87.7% | +31.5% |
| 5Y | +161.5% | -80.5% | +241.9% | +151.4% |
| 10Y | +215.1% | +45.3% | +169.9% | +114.8% |
| All | +301.2% | -31.9% | +333.1% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling