+217.2%
CVX vs RVTY
+139.0%
+78.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.1% |
| 7D | +0.7% | -7.4% | +8.1% | +2.5% |
| 30D | +9.1% | +4.5% | +4.6% | +7.8% |
| 3M | +13.1% | +19.5% | -6.4% | +7.8% |
| 6M | +16.3% | +34.1% | -17.9% | +6.6% |
| YTD | +43.5% | +25.3% | +18.2% | +33.2% |
| 1Y | +40.2% | +47.0% | -6.8% | +23.8% |
| 3Y | +44.2% | +14.1% | +30.1% | +32.5% |
| 5Y | +170.6% | -34.6% | +205.2% | +189.0% |
| All | +217.2% | +139.0% | +78.3% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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