+42.2%
CVX vs CRL
+37.9%
+4.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.8% |
| 7D | -0.6% | -0.6% | 0.0% | -0.6% |
| 30D | +13.4% | +5.0% | +8.5% | +13.0% |
| 3M | +11.8% | +50.6% | -38.8% | +7.6% |
| 6M | +12.4% | +60.9% | -48.5% | +7.0% |
| YTD | +41.5% | +40.7% | +0.8% | +36.6% |
| 1Y | +41.6% | +73.3% | -31.7% | +32.1% |
| 3Y | +42.2% | +40.6% | +1.7% | +28.1% |
| All | +42.2% | +37.9% | +4.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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