+4,775.6%
CVX vs CLF
+646.3%
+4,129.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.4% |
| 7D | -9.7% | -19.6% | +9.9% | -6.4% |
| 30D | +3.6% | -5.0% | +8.6% | +3.9% |
| 3M | +13.3% | -6.3% | +19.6% | +13.4% |
| 6M | +16.9% | +2.8% | +14.1% | +13.4% |
| YTD | +43.4% | -13.7% | +57.1% | +41.2% |
| 1Y | +44.5% | +13.6% | +30.9% | +34.9% |
| 3Y | +64.0% | -34.0% | +98.0% | +58.1% |
| 5Y | +126.4% | -48.7% | +175.2% | +118.8% |
| 10Y | +209.4% | +113.4% | +95.9% | +102.2% |
| All | +4,775.6% | +646.3% | +4,129.3% | +2,135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling