+198.8%
CVX vs CL
+78.1%
+120.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -6.2% | +2.6% | -8.8% | -7.0% |
| 30D | -0.4% | +11.8% | -12.1% | -3.8% |
| 3M | +9.3% | +5.9% | +3.4% | +7.2% |
| 6M | +18.4% | +13.3% | +5.1% | +13.3% |
| YTD | +42.5% | +27.1% | +15.3% | +30.4% |
| 1Y | +41.0% | +28.0% | +13.0% | +28.7% |
| 3Y | +67.5% | +39.4% | +28.1% | +44.5% |
| 5Y | +126.1% | +40.8% | +85.3% | +90.9% |
| 10Y | +198.8% | +84.9% | +113.9% | +124.6% |
| All | +198.8% | +78.1% | +120.7% | +124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling