+65.7%
CVX vs CORZ
+223.2%
-157.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | +9.8% | -14.0% | +23.9% | +9.9% |
| 3M | +16.2% | -34.1% | +50.3% | +16.6% |
| 6M | +13.6% | +8.5% | +5.2% | +13.0% |
| YTD | +44.4% | +23.2% | +21.2% | +43.0% |
| 1Y | +40.6% | +15.4% | +25.2% | +39.2% |
| All | +65.7% | +223.2% | -157.5% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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