+166.0%
CVX vs COR
+180.8%
-14.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -0.6% | -1.9% | +1.3% | -0.2% |
| 30D | +13.4% | +1.5% | +11.9% | +13.1% |
| 3M | +11.8% | +18.7% | -6.9% | +8.2% |
| 6M | +12.4% | -9.0% | +21.5% | +13.9% |
| YTD | +41.5% | -3.3% | +44.8% | +41.2% |
| 1Y | +41.6% | +9.8% | +31.8% | +36.7% |
| 3Y | +42.2% | +87.4% | -45.1% | +12.4% |
| 5Y | +166.0% | +180.5% | -14.5% | +75.7% |
| All | +166.0% | +180.8% | -14.8% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling