+221.9%
CVX vs CCL
-42.2%
+264.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.3% |
| 7D | +1.0% | -4.4% | +5.3% | +1.8% |
| 30D | +10.7% | -18.2% | +28.9% | +14.8% |
| 3M | +15.5% | -17.7% | +33.2% | +18.9% |
| 6M | +14.9% | -13.0% | +27.9% | +15.3% |
| YTD | +44.2% | -24.5% | +68.7% | +48.0% |
| 1Y | +43.5% | -26.9% | +70.5% | +47.5% |
| 3Y | +45.0% | +50.8% | -5.8% | +20.9% |
| 5Y | +172.2% | -0.9% | +173.1% | +130.2% |
| 10Y | +221.9% | -41.7% | +263.6% | +157.5% |
| All | +221.9% | -42.2% | +264.1% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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