+167.0%
CVX vs COF
+44.8%
+122.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +2.6% | -5.1% | +7.8% | +3.6% |
| 30D | +9.8% | -6.0% | +15.9% | +11.0% |
| 3M | +16.2% | +14.8% | +1.4% | +12.7% |
| 6M | +13.6% | +15.3% | -1.7% | +9.5% |
| YTD | +44.4% | -13.0% | +57.4% | +47.7% |
| 1Y | +40.6% | -5.7% | +46.3% | +40.6% |
| 3Y | +48.2% | +118.1% | -69.9% | +18.3% |
| All | +167.0% | +44.8% | +122.2% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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