+166.0%
CVX vs CCL
0.0%
+166.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +13.4% | -20.0% | +33.4% | +14.8% |
| 3M | +11.8% | -13.7% | +25.5% | +12.5% |
| 6M | +12.4% | -9.0% | +21.5% | +12.1% |
| YTD | +41.5% | -22.8% | +64.3% | +42.7% |
| 1Y | +41.6% | -25.3% | +66.9% | +42.9% |
| 3Y | +42.2% | +54.1% | -11.8% | +31.7% |
| 5Y | +166.0% | +3.5% | +162.5% | +143.9% |
| All | +166.0% | 0.0% | +166.0% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling