+209.5%
CVX vs F
+64.3%
+145.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.3% |
| 7D | +1.6% | -3.9% | +5.5% | +2.8% |
| 30D | -0.6% | -0.5% | -0.2% | -0.7% |
| 3M | +11.0% | -12.9% | +23.9% | +15.2% |
| 6M | +18.4% | +1.5% | +16.9% | +14.9% |
| YTD | +45.9% | -5.0% | +50.9% | +43.1% |
| 1Y | +46.7% | -7.3% | +54.0% | +44.9% |
| 3Y | +71.6% | +45.3% | +26.3% | +36.4% |
| 5Y | +131.4% | -15.8% | +147.2% | +113.3% |
| All | +209.5% | +64.3% | +145.1% | +54.4% |
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