+4,775.6%
CVX vs F
+529.3%
+4,246.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | -9.7% | +1.6% | -11.3% | -10.1% |
| 30D | +3.6% | +2.6% | +1.0% | +2.9% |
| 3M | +13.3% | -8.8% | +22.1% | +15.2% |
| 6M | +16.9% | +4.6% | +12.3% | +14.1% |
| YTD | +43.4% | -1.9% | +45.3% | +41.0% |
| 1Y | +44.5% | -0.8% | +45.3% | +41.6% |
| 3Y | +64.0% | +43.5% | +20.5% | +44.1% |
| 5Y | +126.4% | -12.1% | +138.5% | +115.0% |
| 10Y | +209.4% | +83.6% | +125.7% | +139.6% |
| All | +4,775.6% | +529.3% | +4,246.3% | +2,386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling