+219.2%
CVX vs CLS
+3,169.3%
-2,950.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -5.9% | -0.4% |
| 7D | +2.6% | +10.9% | -8.3% | +0.9% |
| 30D | +9.8% | +2.1% | +7.7% | +9.1% |
| 3M | +16.2% | -10.2% | +26.4% | +16.3% |
| 6M | +13.6% | +30.4% | -16.8% | +4.2% |
| YTD | +44.4% | +17.2% | +27.1% | +33.3% |
| 1Y | +40.6% | +41.0% | -0.4% | +22.2% |
| 3Y | +48.2% | +1,338.0% | -1,289.8% | -38.7% |
| 5Y | +172.3% | +3,860.6% | -3,688.3% | -25.1% |
| All | +219.2% | +3,169.3% | -2,950.2% | -31.6% |
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