+47.0%
CVX vs CL
+33.4%
+13.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -3.5% |
| 7D | -5.3% | +7.7% | -13.1% | -5.1% |
| 30D | +5.1% | +15.2% | -10.2% | +5.5% |
| 3M | +14.9% | +7.3% | +7.6% | +15.1% |
| 6M | +14.9% | +17.0% | -2.1% | +15.8% |
| YTD | +46.3% | +28.0% | +18.3% | +42.3% |
| 1Y | +47.0% | +32.1% | +14.9% | +42.2% |
| All | +47.0% | +33.4% | +13.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling