+157.5%
CVX vs RVMD
+622.3%
-464.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +2.6% | -3.0% | +5.6% | +2.9% |
| 30D | +9.8% | -0.7% | +10.6% | +9.9% |
| 3M | +16.2% | +36.5% | -20.3% | +12.5% |
| 6M | +13.6% | +104.6% | -91.0% | +4.5% |
| YTD | +44.4% | +155.8% | -111.5% | +28.7% |
| 1Y | +40.6% | +340.7% | -300.1% | +17.5% |
| 3Y | +48.2% | +519.9% | -471.7% | +14.6% |
| 5Y | +172.3% | +584.9% | -412.7% | +96.5% |
| All | +157.5% | +622.3% | -464.8% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling