+4,775.6%
CVX vs CL
+5,337.0%
-561.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.5% |
| 7D | -9.7% | +1.3% | -11.1% | -10.2% |
| 30D | +3.6% | +11.4% | -7.7% | +0.2% |
| 3M | +13.3% | +4.4% | +8.9% | +11.6% |
| 6M | +16.9% | +10.8% | +6.1% | +12.8% |
| YTD | +43.4% | +25.1% | +18.3% | +32.6% |
| 1Y | +44.5% | +28.0% | +16.5% | +32.7% |
| 3Y | +64.0% | +37.6% | +26.4% | +45.3% |
| 5Y | +126.4% | +39.7% | +86.7% | +97.6% |
| 10Y | +209.4% | +75.8% | +133.6% | +148.9% |
| All | +4,775.6% | +5,337.0% | -561.4% | +1,744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling