+167.0%
CVX vs CRS
+1,363.4%
-1,196.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +2.6% | -6.8% | +9.4% | +3.5% |
| 30D | +9.8% | -16.1% | +26.0% | +12.2% |
| 3M | +16.2% | -21.2% | +37.4% | +19.2% |
| 6M | +13.6% | +8.7% | +4.9% | +10.4% |
| YTD | +44.4% | +41.0% | +3.4% | +33.8% |
| 1Y | +40.6% | +82.7% | -42.1% | +23.5% |
| 3Y | +48.2% | +604.8% | -556.6% | -3.7% |
| All | +167.0% | +1,363.4% | -1,196.4% | +42.4% |
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