+4,775.6%
CVX vs COO
+5,356.1%
-580.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | 0.0% |
| 7D | -9.7% | +4.7% | -14.4% | -10.0% |
| 30D | +3.6% | +13.9% | -10.3% | +2.7% |
| 3M | +13.3% | -14.9% | +28.3% | +14.3% |
| 6M | +16.9% | +2.0% | +14.9% | +16.4% |
| YTD | +43.4% | -23.9% | +67.3% | +45.4% |
| 1Y | +44.5% | -9.6% | +54.1% | +44.8% |
| 3Y | +64.0% | -25.4% | +89.4% | +65.6% |
| 5Y | +126.4% | -41.2% | +167.6% | +131.1% |
| 10Y | +209.4% | +42.1% | +167.3% | +201.9% |
| All | +4,775.6% | +5,356.1% | -580.5% | +4,214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling