+1,139.2%
CVX vs CRL
+1,379.5%
-240.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | +3.3% | -1.0% | +4.4% | +3.5% |
| 30D | +12.9% | +10.7% | +2.2% | +10.4% |
| 3M | +11.7% | +55.3% | -43.6% | +0.9% |
| 6M | +14.1% | +60.7% | -46.5% | +1.2% |
| YTD | +40.7% | +44.6% | -3.9% | +27.0% |
| 1Y | +37.5% | +77.7% | -40.2% | +17.7% |
| 3Y | +43.9% | +37.6% | +6.3% | +24.9% |
| 5Y | +161.5% | -35.8% | +197.3% | +163.8% |
| 10Y | +215.1% | +241.7% | -26.6% | +107.7% |
| All | +1,139.2% | +1,379.5% | -240.3% | +535.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling