+130.0%
CVX vs F
-15.5%
+145.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +3.4% | -3.1% | +6.5% | +3.9% |
| 30D | -1.0% | 0.0% | -1.0% | -1.1% |
| 3M | +12.2% | -13.2% | +25.4% | +14.4% |
| 6M | +20.3% | -10.2% | +30.6% | +21.1% |
| YTD | +48.3% | -4.9% | +53.2% | +46.8% |
| 1Y | +46.9% | -6.1% | +53.0% | +45.6% |
| 3Y | +73.1% | +46.0% | +27.1% | +50.8% |
| All | +130.0% | -15.5% | +145.5% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling