+203.4%
CVX vs RY
+360.6%
-157.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.9% |
| 7D | -9.7% | -0.9% | -8.8% | -9.3% |
| 30D | +3.6% | +5.9% | -2.2% | -1.3% |
| 3M | +13.3% | -4.3% | +17.6% | +16.5% |
| 6M | +16.9% | +12.1% | +4.8% | +4.5% |
| YTD | +43.4% | +20.3% | +23.1% | +19.5% |
| 1Y | +44.5% | +41.0% | +3.5% | +4.5% |
| 3Y | +64.0% | +157.5% | -93.6% | -34.1% |
| 5Y | +126.4% | +123.2% | +3.2% | +1.8% |
| All | +203.4% | +360.6% | -157.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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