+1,298.9%
COHR vs CVX
+222.5%
+1,076.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.9% |
| 7D | +8.3% | +2.6% | +5.7% | +7.3% |
| 30D | -14.1% | +9.8% | -24.0% | -17.5% |
| 3M | -16.0% | +16.2% | -32.2% | -22.0% |
| 6M | +21.5% | +13.6% | +7.8% | +12.7% |
| YTD | +65.4% | +44.4% | +21.1% | +36.6% |
| 1Y | +195.0% | +40.6% | +154.4% | +145.8% |
| 3Y | +830.2% | +48.2% | +782.0% | +647.9% |
| 5Y | +397.1% | +172.3% | +224.8% | +192.2% |
| All | +1,298.9% | +222.5% | +1,076.4% | +710.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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