+4,683.6%
CVX vs COST
+11,743.1%
-7,059.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | +3.3% | -3.1% | +6.5% | +3.9% |
| 30D | +12.9% | -2.8% | +15.7% | +13.4% |
| 3M | +11.7% | -5.7% | +17.4% | +12.8% |
| 6M | +14.1% | -8.8% | +22.9% | +15.9% |
| YTD | +40.7% | +6.7% | +34.0% | +38.8% |
| 1Y | +37.5% | -3.6% | +41.1% | +38.0% |
| 3Y | +43.9% | +75.1% | -31.1% | +28.8% |
| 5Y | +161.5% | +108.9% | +52.6% | +124.4% |
| 10Y | +215.1% | +586.2% | -371.1% | +119.4% |
| All | +4,683.6% | +11,743.1% | -7,059.5% | +2,237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling