+152.4%
CVX vs RVMD
+634.9%
-482.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +13.4% | +1.1% | +12.4% | +13.3% |
| 3M | +11.8% | +39.6% | -27.8% | +8.0% |
| 6M | +12.4% | +110.7% | -98.3% | +3.1% |
| YTD | +41.5% | +160.3% | -118.8% | +25.9% |
| 1Y | +41.6% | +404.9% | -363.3% | +16.3% |
| 3Y | +42.2% | +545.5% | -503.2% | +9.4% |
| 5Y | +166.0% | +584.7% | -418.7% | +92.4% |
| All | +152.4% | +634.9% | -482.5% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RVMD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling