+48.0%
CVX vs CLX
-35.1%
+83.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.0% |
| 7D | +1.0% | -4.9% | +5.9% | +1.2% |
| 30D | +10.7% | -15.8% | +26.5% | +11.5% |
| 3M | +15.5% | -7.9% | +23.4% | +15.8% |
| 6M | +14.9% | -19.0% | +33.9% | +17.2% |
| YTD | +44.2% | -7.9% | +52.1% | +44.2% |
| 1Y | +43.5% | -25.4% | +68.9% | +47.6% |
| All | +48.0% | -35.1% | +83.1% | +39.1% |
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