+207.2%
CVX vs CLF
+108.7%
+98.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | -0.6% | +6.5% | -7.1% | -1.8% |
| 30D | +13.4% | +0.2% | +13.2% | +13.1% |
| 3M | +11.8% | -3.1% | +14.9% | +11.2% |
| 6M | +12.4% | +25.0% | -12.6% | +5.0% |
| YTD | +41.5% | -7.5% | +49.0% | +38.7% |
| 1Y | +41.6% | +11.5% | +30.1% | +30.7% |
| 3Y | +42.2% | -13.7% | +55.9% | +29.8% |
| 5Y | +166.0% | -47.0% | +212.9% | +155.5% |
| 10Y | +207.2% | +116.3% | +90.9% | +72.4% |
| All | +207.2% | +108.7% | +98.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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