+403.4%
CVX vs COPX
+200.8%
+202.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +1.0% | +6.0% | -5.0% | -1.3% |
| 30D | +10.7% | +6.4% | +4.2% | +7.7% |
| 3M | +15.5% | +19.3% | -3.8% | +6.1% |
| 6M | +14.9% | +16.2% | -1.3% | +3.7% |
| YTD | +44.2% | +33.2% | +11.0% | +20.8% |
| 1Y | +43.5% | +90.2% | -46.7% | +1.9% |
| 3Y | +45.0% | +175.7% | -130.7% | -16.6% |
| 5Y | +172.2% | +193.1% | -21.0% | +46.5% |
| 10Y | +221.9% | +619.4% | -397.5% | +7.0% |
| All | +403.4% | +200.8% | +202.6% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling