+41.9%
CVX vs CLS
+1,245.2%
-1,203.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | +3.3% | +4.6% | -1.2% | +3.3% |
| 30D | +12.9% | -13.9% | +26.8% | +13.0% |
| 3M | +11.7% | -26.6% | +38.3% | +12.2% |
| 6M | +14.1% | +15.4% | -1.3% | +13.0% |
| YTD | +40.7% | +5.7% | +35.0% | +39.4% |
| 1Y | +37.5% | +41.1% | -3.6% | +33.6% |
| All | +41.9% | +1,245.2% | -1,203.3% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling