+162.6%
CVX vs COO
-38.8%
+201.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +3.3% | -2.2% | +5.6% | +3.7% |
| 30D | +12.9% | -7.0% | +19.9% | +14.0% |
| 3M | +11.7% | +12.2% | -0.5% | +9.6% |
| 6M | +14.1% | -15.1% | +29.3% | +17.0% |
| YTD | +40.7% | -15.1% | +55.8% | +44.1% |
| 1Y | +37.5% | +2.3% | +35.2% | +36.0% |
| 3Y | +43.9% | -23.7% | +67.6% | +47.1% |
| All | +162.6% | -38.8% | +201.4% | +167.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling