+46.7%
CVX vs COO
-13.9%
+60.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +1.6% | -2.1% | +3.7% | +1.5% |
| 30D | -0.6% | +13.9% | -14.6% | +0.1% |
| 3M | +11.0% | -18.9% | +30.0% | +10.1% |
| 6M | +18.4% | +3.7% | +14.7% | +19.4% |
| YTD | +45.9% | -24.1% | +70.0% | +48.0% |
| 1Y | +46.7% | -14.2% | +60.9% | +48.3% |
| All | +46.7% | -13.9% | +60.6% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling