+73.1%
CVX vs CLX
-6.4%
+79.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.6% |
| 7D | +3.4% | +9.5% | -6.1% | +3.4% |
| 30D | -1.0% | +30.7% | -31.7% | -1.1% |
| 3M | +12.2% | +4.2% | +8.0% | +12.8% |
| 6M | +20.3% | +22.1% | -1.8% | +20.0% |
| YTD | +48.3% | +14.1% | +34.2% | +48.2% |
| 1Y | +46.9% | +10.3% | +36.6% | +47.4% |
| 3Y | +73.1% | -7.8% | +80.9% | +79.5% |
| All | +73.1% | -6.4% | +79.5% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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