+198.6%
CVX vs F
+88.0%
+110.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -7.5% | -0.6% | -6.8% | -7.3% |
| 30D | -0.6% | +2.9% | -3.4% | -1.6% |
| 3M | +14.0% | -9.5% | +23.4% | +16.9% |
| 6M | +18.1% | +4.0% | +14.1% | +13.8% |
| YTD | +42.2% | -1.3% | +43.4% | +37.9% |
| 1Y | +41.3% | -1.9% | +43.3% | +37.2% |
| 3Y | +68.3% | +53.5% | +14.9% | +31.5% |
| 5Y | +122.0% | -15.1% | +137.2% | +105.4% |
| 10Y | +198.6% | +81.0% | +117.6% | +46.5% |
| All | +198.6% | +88.0% | +110.6% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling