+130.0%
CVX vs CLF
-42.8%
+172.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.0% |
| 7D | +3.4% | +10.4% | -7.0% | +2.2% |
| 30D | -1.0% | +0.6% | -1.5% | -1.4% |
| 3M | +12.2% | +4.1% | +8.1% | +11.0% |
| 6M | +20.3% | +15.1% | +5.2% | +16.5% |
| YTD | +48.3% | -4.7% | +53.0% | +45.7% |
| 1Y | +46.9% | +20.4% | +26.5% | +39.3% |
| 3Y | +73.1% | -23.4% | +96.5% | +66.6% |
| All | +130.0% | -42.8% | +172.8% | +124.8% |
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