+162.6%
CVX vs CLF
-47.7%
+210.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | +3.3% | +7.6% | -4.2% | +2.5% |
| 30D | +12.9% | -1.2% | +14.1% | +12.9% |
| 3M | +11.7% | -13.4% | +25.1% | +12.9% |
| 6M | +14.1% | +15.4% | -1.3% | +10.5% |
| YTD | +40.7% | -5.9% | +46.6% | +39.1% |
| 1Y | +37.5% | +18.8% | +18.7% | +29.1% |
| 3Y | +43.9% | -19.4% | +63.3% | +37.4% |
| All | +162.6% | -47.7% | +210.3% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling