+209.5%
CVX vs COR
+469.4%
-259.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +1.6% | +2.9% | -1.2% | +0.6% |
| 30D | -0.6% | +5.8% | -6.5% | -2.8% |
| 3M | +11.0% | +11.4% | -0.4% | +6.6% |
| 6M | +18.4% | +34.5% | -16.0% | +6.1% |
| YTD | +45.9% | +4.1% | +41.9% | +41.2% |
| 1Y | +46.7% | -3.1% | +49.8% | +45.6% |
| 3Y | +71.6% | +80.9% | -9.3% | +29.3% |
| 5Y | +131.4% | +195.1% | -63.7% | +39.1% |
| All | +209.5% | +469.4% | -259.9% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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