+4,683.6%
CVX vs CLX
+2,386.6%
+2,297.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +3.3% | -9.2% | +12.6% | +5.0% |
| 30D | +12.9% | -11.0% | +23.9% | +15.1% |
| 3M | +11.7% | +5.0% | +6.7% | +10.3% |
| 6M | +14.1% | -18.8% | +33.0% | +17.4% |
| YTD | +40.7% | -4.4% | +45.1% | +40.5% |
| 1Y | +37.5% | -21.9% | +59.3% | +42.2% |
| 3Y | +43.9% | -32.8% | +76.7% | +51.7% |
| 5Y | +161.5% | -34.6% | +196.0% | +172.5% |
| 10Y | +215.1% | -4.7% | +219.8% | +192.0% |
| All | +4,683.6% | +2,386.6% | +2,297.0% | +2,586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling