+207.2%
CVX vs F
+89.8%
+117.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.9% |
| 7D | -0.6% | +1.2% | -1.7% | -1.0% |
| 30D | +13.4% | +1.2% | +12.2% | +12.8% |
| 3M | +11.8% | -5.7% | +17.5% | +13.3% |
| 6M | +12.4% | +17.9% | -5.5% | +3.8% |
| YTD | +41.5% | +10.4% | +31.1% | +33.0% |
| 1Y | +41.6% | +25.3% | +16.3% | +26.0% |
| 3Y | +42.2% | +37.5% | +4.8% | +17.1% |
| 5Y | +166.0% | +46.5% | +119.5% | +90.8% |
| 10Y | +207.2% | +86.4% | +120.8% | +51.3% |
| All | +207.2% | +89.8% | +117.4% | +51.3% |
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