+1,167.0%
CVX vs CRL
+1,657.4%
-490.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.7% | +5.0% | -6.7% | -2.8% |
| 30D | -0.8% | +13.5% | -14.3% | -3.8% |
| 3M | +9.4% | +21.5% | -12.1% | +4.3% |
| 6M | +17.5% | +103.4% | -85.9% | -0.6% |
| YTD | +43.8% | +71.8% | -27.9% | +24.5% |
| 1Y | +41.9% | +97.5% | -55.6% | +18.8% |
| 3Y | +69.1% | +99.2% | -30.1% | +34.6% |
| 5Y | +128.3% | -12.1% | +140.4% | +113.9% |
| 10Y | +204.9% | +359.2% | -154.3% | +88.3% |
| All | +1,167.0% | +1,657.4% | -490.4% | +522.9% |
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