+41.9%
CVX vs COO
-22.0%
+63.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +3.3% | -2.2% | +5.6% | +3.6% |
| 30D | +12.9% | -7.0% | +19.9% | +13.7% |
| 3M | +11.7% | +12.2% | -0.5% | +10.1% |
| 6M | +14.1% | -15.1% | +29.3% | +16.7% |
| YTD | +40.7% | -15.1% | +55.8% | +43.7% |
| 1Y | +37.5% | +2.3% | +35.2% | +36.4% |
| All | +41.9% | -22.0% | +63.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling