+47.3%
CVX vs COPX
+149.6%
-102.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.2% |
| 7D | +0.7% | -2.9% | +3.6% | +0.9% |
| 30D | +9.1% | 0.0% | +9.1% | +9.0% |
| 3M | +13.1% | +14.8% | -1.7% | +11.0% |
| 6M | +16.3% | +7.0% | +9.2% | +14.4% |
| YTD | +43.5% | +23.8% | +19.6% | +34.6% |
| 1Y | +40.2% | +75.7% | -35.6% | +19.5% |
| All | +47.3% | +149.6% | -102.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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