+67.9%
CVX vs CRL
+100.7%
-32.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | -1.7% | +5.0% | -6.7% | -2.1% |
| 30D | -0.8% | +13.5% | -14.3% | -1.8% |
| 3M | +9.4% | +21.5% | -12.1% | +7.6% |
| 6M | +17.5% | +103.4% | -85.9% | +10.1% |
| YTD | +43.8% | +71.8% | -27.9% | +36.8% |
| 1Y | +41.9% | +97.5% | -55.6% | +32.1% |
| All | +67.9% | +100.7% | -32.8% | +47.3% |
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