+219.2%
CVX vs CRS
+1,392.1%
-1,172.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +2.6% | -6.8% | +9.4% | +4.6% |
| 30D | +9.8% | -16.1% | +26.0% | +15.1% |
| 3M | +16.2% | -21.2% | +37.4% | +22.9% |
| 6M | +13.6% | +8.7% | +4.9% | +7.6% |
| YTD | +44.4% | +41.0% | +3.4% | +25.3% |
| 1Y | +40.6% | +82.7% | -42.1% | +10.8% |
| 3Y | +48.2% | +604.8% | -556.6% | -31.1% |
| 5Y | +172.3% | +1,384.7% | -1,212.4% | -11.2% |
| All | +219.2% | +1,392.1% | -1,172.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling