+3,037.9%
CVX vs COF
+5,709.6%
-2,671.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.1% | +1.2% |
| 7D | -0.6% | +1.2% | -1.8% | -0.9% |
| 30D | +13.4% | -1.4% | +14.8% | +13.7% |
| 3M | +11.8% | +19.0% | -7.2% | +7.0% |
| 6M | +12.4% | +14.9% | -2.4% | +7.9% |
| YTD | +41.5% | -10.7% | +52.2% | +43.0% |
| 1Y | +41.6% | -1.3% | +42.9% | +39.5% |
| 3Y | +42.2% | +124.3% | -82.1% | +13.8% |
| 5Y | +166.0% | +51.1% | +114.8% | +127.6% |
| 10Y | +207.2% | +252.4% | -45.1% | +115.6% |
| All | +3,037.9% | +5,709.6% | -2,671.7% | +1,207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling