+221.9%
CVX vs COP
+334.3%
-112.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +1.0% | -0.5% | +1.4% | +1.3% |
| 30D | +10.7% | +11.7% | -1.1% | +3.0% |
| 3M | +15.5% | +17.7% | -2.2% | +3.9% |
| 6M | +14.9% | +18.3% | -3.4% | +2.9% |
| YTD | +44.2% | +49.1% | -4.9% | +11.1% |
| 1Y | +43.5% | +53.3% | -9.8% | +8.1% |
| 3Y | +45.0% | +22.2% | +22.8% | +23.8% |
| 5Y | +172.2% | +193.3% | -21.2% | +27.9% |
| 10Y | +221.9% | +340.2% | -118.3% | +13.3% |
| All | +221.9% | +334.3% | -112.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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