+47.0%
CVX vs F
+2.7%
+44.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.3% |
| 7D | -5.3% | +6.0% | -11.4% | -4.5% |
| 30D | +5.1% | +4.3% | +0.8% | +5.8% |
| 3M | +14.9% | -10.1% | +25.0% | +13.5% |
| 6M | +14.9% | +12.8% | +2.1% | +18.3% |
| YTD | +46.3% | -0.1% | +46.4% | +48.7% |
| 1Y | +47.0% | +3.7% | +43.3% | +47.9% |
| All | +47.0% | +2.7% | +44.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling