+2,701.6%
CVX vs COR
+17,545.2%
-14,843.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.9% |
| 7D | +3.3% | +2.8% | +0.6% | +2.8% |
| 30D | +12.9% | +4.5% | +8.3% | +11.8% |
| 3M | +11.7% | +22.7% | -10.9% | +7.1% |
| 6M | +14.1% | -9.7% | +23.9% | +15.8% |
| YTD | +40.7% | -1.4% | +42.1% | +39.9% |
| 1Y | +37.5% | +13.9% | +23.6% | +32.5% |
| 3Y | +43.9% | +94.0% | -50.0% | +23.5% |
| 5Y | +161.5% | +184.0% | -22.6% | +106.9% |
| 10Y | +215.1% | +406.8% | -191.6% | +120.6% |
| All | +2,701.6% | +17,545.2% | -14,843.7% | +1,275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling