+322.9%
CVX vs RUN
-33.9%
+356.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +3.4% | -13.5% | +17.0% | +4.4% |
| 30D | -1.0% | +18.3% | -19.3% | -2.4% |
| 3M | +12.2% | -12.5% | +24.7% | +12.7% |
| 6M | +20.3% | -40.3% | +60.7% | +23.5% |
| YTD | +48.3% | -53.1% | +101.4% | +52.7% |
| 1Y | +46.9% | -54.3% | +101.2% | +51.3% |
| 3Y | +73.1% | -6.5% | +79.6% | +50.1% |
| 5Y | +135.2% | -85.3% | +220.5% | +134.2% |
| 10Y | +214.4% | +68.9% | +145.5% | +112.0% |
| All | +322.9% | -33.9% | +356.8% | +195.9% |
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