+204.9%
CVX vs CLS
+1,924.3%
-1,719.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.5% | -0.3% |
| 7D | -1.7% | +2.8% | -4.4% | -2.3% |
| 30D | -0.8% | -30.1% | +29.3% | +3.8% |
| 3M | +9.4% | -21.7% | +31.1% | +11.6% |
| 6M | +17.5% | -36.2% | +53.8% | +21.5% |
| YTD | +43.8% | -17.8% | +61.7% | +38.6% |
| 1Y | +41.9% | -26.8% | +68.7% | +38.2% |
| 3Y | +69.1% | +853.4% | -784.2% | -25.3% |
| 5Y | +128.3% | +2,005.0% | -1,876.7% | -27.3% |
| 10Y | +204.9% | +1,929.4% | -1,724.5% | -31.7% |
| All | +204.9% | +1,924.3% | -1,719.4% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling