+130.0%
CVX vs COST
+125.1%
+4.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.4% |
| 7D | +3.4% | +5.0% | -1.6% | +2.6% |
| 30D | -1.0% | +12.8% | -13.8% | -2.9% |
| 3M | +12.2% | +15.2% | -3.0% | +9.6% |
| 6M | +20.3% | +7.4% | +12.9% | +18.8% |
| YTD | +48.3% | +29.0% | +19.3% | +41.9% |
| 1Y | +46.9% | +20.3% | +26.6% | +42.2% |
| 3Y | +73.1% | +99.0% | -25.9% | +50.3% |
| All | +130.0% | +125.1% | +4.9% | +95.7% |
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