+1,307.4%
CVX vs CLS
+3,265.4%
-1,958.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +3.3% | +4.6% | -1.2% | +2.6% |
| 30D | +12.9% | -13.9% | +26.8% | +14.5% |
| 3M | +11.7% | -26.6% | +38.3% | +14.6% |
| 6M | +14.1% | +15.4% | -1.3% | +8.6% |
| YTD | +40.7% | +5.7% | +35.0% | +34.5% |
| 1Y | +37.5% | +41.1% | -3.6% | +24.2% |
| 3Y | +43.9% | +1,228.6% | -1,184.6% | -12.9% |
| 5Y | +161.5% | +3,240.6% | -3,079.2% | +34.3% |
| 10Y | +215.1% | +2,760.3% | -2,545.2% | +57.4% |
| All | +1,307.4% | +3,265.4% | -1,958.0% | +445.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling