+151.0%
CVX vs RVMD
+644.5%
-493.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +3.3% | +1.0% | +2.3% | +3.2% |
| 30D | +12.9% | +6.4% | +6.4% | +12.2% |
| 3M | +11.7% | +34.9% | -23.2% | +8.3% |
| 6M | +14.1% | +107.6% | -93.4% | +4.9% |
| YTD | +40.7% | +163.7% | -123.0% | +25.0% |
| 1Y | +37.5% | +439.2% | -401.7% | +12.1% |
| 3Y | +43.9% | +499.2% | -455.3% | +11.8% |
| 5Y | +161.5% | +621.7% | -460.3% | +87.2% |
| All | +151.0% | +644.5% | -493.5% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling