+198.8%
CVX vs F
+77.5%
+121.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -0.4% | +0.9% | -1.3% | -0.9% |
| 3M | +9.3% | -11.3% | +20.6% | +12.8% |
| 6M | +18.4% | +2.0% | +16.4% | +14.7% |
| YTD | +42.5% | -3.2% | +45.6% | +39.0% |
| 1Y | +41.0% | -3.5% | +44.5% | +37.5% |
| 3Y | +67.5% | +48.1% | +19.4% | +32.5% |
| 5Y | +126.1% | -13.5% | +139.6% | +106.5% |
| 10Y | +198.8% | +72.2% | +126.6% | +47.6% |
| All | +198.8% | +77.5% | +121.2% | +47.6% |
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