+4,224.1%
KO vs CVX
+4,905.7%
-681.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +1.6% | +9.1% | -7.6% | -0.8% |
| 3M | +5.8% | +13.1% | -7.3% | +2.1% |
| 6M | +14.3% | +16.3% | -2.0% | +9.1% |
| YTD | +27.3% | +43.5% | -16.2% | +14.6% |
| 1Y | +33.2% | +40.2% | -7.0% | +20.5% |
| 3Y | +64.5% | +44.2% | +20.2% | +45.3% |
| 5Y | +83.1% | +170.6% | -87.5% | +31.5% |
| 10Y | +183.9% | +220.3% | -36.4% | +83.5% |
| All | +4,224.1% | +4,905.7% | -681.6% | +981.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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