+172.0%
CVX vs COST
+103.9%
+68.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | -2.8% | +3.7% | +1.4% |
| 30D | +10.7% | -5.3% | +15.9% | +11.6% |
| 3M | +15.5% | -6.7% | +22.1% | +16.7% |
| 6M | +14.9% | -9.9% | +24.8% | +16.8% |
| YTD | +44.2% | +5.1% | +39.1% | +42.8% |
| 1Y | +43.5% | -7.3% | +50.8% | +45.0% |
| 3Y | +45.0% | +70.4% | -25.4% | +29.3% |
| All | +172.0% | +103.9% | +68.1% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling