+47.0%
CVX vs CLS
-28.7%
+75.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.1% | +5.4% | -4.2% |
| 7D | -5.3% | -21.1% | +15.8% | -6.7% |
| 30D | +5.1% | -38.2% | +43.3% | +2.3% |
| 3M | +14.9% | -36.3% | +51.2% | +12.4% |
| 6M | +14.9% | -43.8% | +58.7% | +12.5% |
| YTD | +46.3% | -20.0% | +66.4% | +46.5% |
| 1Y | +47.0% | -29.6% | +76.6% | +47.2% |
| All | +47.0% | -28.7% | +75.7% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling