+64.0%
CVX vs CL
+38.3%
+25.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -9.7% | +1.3% | -11.1% | -9.8% |
| 30D | +3.6% | +11.4% | -7.7% | +3.2% |
| 3M | +13.3% | +4.4% | +8.9% | +13.1% |
| 6M | +16.9% | +10.8% | +6.1% | +16.4% |
| YTD | +43.4% | +25.1% | +18.3% | +41.0% |
| 1Y | +44.5% | +28.0% | +16.5% | +41.8% |
| 3Y | +64.0% | +37.6% | +26.4% | +68.0% |
| All | +64.0% | +38.3% | +25.7% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling