+125.6%
CVX vs CL
+39.7%
+85.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -9.7% | +1.3% | -11.1% | -9.8% |
| 30D | +3.6% | +11.4% | -7.7% | +2.7% |
| 3M | +13.3% | +4.4% | +8.9% | +12.8% |
| 6M | +16.9% | +10.8% | +6.1% | +15.7% |
| YTD | +43.4% | +25.1% | +18.3% | +39.6% |
| 1Y | +44.5% | +28.0% | +16.5% | +40.2% |
| 3Y | +64.0% | +37.6% | +26.4% | +56.3% |
| All | +125.6% | +39.7% | +85.9% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling