+4,683.6%
CVX vs CL
+4,870.0%
-186.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | +3.3% | -2.2% | +5.5% | +4.0% |
| 30D | +12.9% | -4.8% | +17.7% | +14.5% |
| 3M | +11.7% | +4.9% | +6.8% | +9.8% |
| 6M | +14.1% | -5.7% | +19.9% | +15.4% |
| YTD | +40.7% | +14.4% | +26.3% | +33.9% |
| 1Y | +37.5% | +8.7% | +28.7% | +32.7% |
| 3Y | +43.9% | +30.0% | +14.0% | +29.9% |
| 5Y | +161.5% | +28.4% | +133.1% | +134.4% |
| 10Y | +215.1% | +50.1% | +165.0% | +166.3% |
| All | +4,683.6% | +4,870.0% | -186.3% | +1,762.3% |
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