+4,743.7%
CVX vs COP
+4,583.1%
+160.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -6.2% | -6.1% | -0.1% | -2.5% |
| 30D | -0.4% | +1.1% | -1.5% | -1.1% |
| 3M | +9.3% | +10.9% | -1.6% | +2.2% |
| 6M | +18.4% | +20.8% | -2.4% | +5.0% |
| YTD | +42.5% | +48.0% | -5.6% | +11.0% |
| 1Y | +41.0% | +58.5% | -17.5% | +5.1% |
| 3Y | +67.5% | +28.1% | +39.4% | +39.7% |
| 5Y | +126.1% | +120.5% | +5.7% | +31.2% |
| 10Y | +198.8% | +310.1% | -111.4% | +8.2% |
| All | +4,743.7% | +4,583.1% | +160.6% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling