+130.0%
CVX vs CRS
+800.5%
-670.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.9% |
| 7D | +3.4% | +4.8% | -1.3% | +2.8% |
| 30D | -1.0% | -23.2% | +22.2% | +1.6% |
| 3M | +12.2% | -45.5% | +57.7% | +20.0% |
| 6M | +20.3% | -33.1% | +53.5% | +24.3% |
| YTD | +48.3% | -7.2% | +55.5% | +43.8% |
| 1Y | +46.9% | -10.0% | +56.9% | +43.0% |
| 3Y | +73.1% | +332.3% | -259.2% | +20.4% |
| All | +130.0% | +800.5% | -670.5% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling