+215.9%
CVX vs COO
+45.8%
+170.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.4% |
| 7D | -0.6% | -2.3% | +1.7% | +0.1% |
| 30D | +13.4% | -8.8% | +22.2% | +16.6% |
| 3M | +11.8% | +1.3% | +10.5% | +10.9% |
| 6M | +12.4% | -11.6% | +24.0% | +15.9% |
| YTD | +41.5% | -17.4% | +58.9% | +48.9% |
| 1Y | +41.6% | -1.6% | +43.2% | +39.8% |
| 3Y | +42.2% | -22.6% | +64.9% | +47.0% |
| 5Y | +166.0% | -40.3% | +206.3% | +199.2% |
| All | +215.9% | +45.8% | +170.1% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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