+219.2%
CVX vs COST
+611.6%
-392.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | +9.8% | -4.7% | +14.6% | +11.3% |
| 3M | +16.2% | -7.1% | +23.3% | +18.5% |
| 6M | +13.6% | -8.5% | +22.2% | +16.3% |
| YTD | +44.4% | +5.4% | +39.0% | +41.7% |
| 1Y | +40.6% | -5.6% | +46.2% | +42.1% |
| 3Y | +48.2% | +68.5% | -20.3% | +22.7% |
| 5Y | +172.3% | +105.2% | +67.0% | +104.8% |
| All | +219.2% | +611.6% | -392.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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