+4,683.6%
CVX vs F
+639.5%
+4,044.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.6% |
| 7D | +3.3% | +5.3% | -2.0% | +2.2% |
| 30D | +12.9% | +4.6% | +8.3% | +11.6% |
| 3M | +11.7% | -3.7% | +15.4% | +12.3% |
| 6M | +14.1% | +16.8% | -2.7% | +8.6% |
| YTD | +40.7% | +15.3% | +25.4% | +33.9% |
| 1Y | +37.5% | +31.0% | +6.5% | +26.5% |
| 3Y | +43.9% | +45.4% | -1.5% | +26.5% |
| 5Y | +161.5% | +54.7% | +106.8% | +118.7% |
| 10Y | +215.1% | +98.2% | +116.9% | +140.0% |
| All | +4,683.6% | +639.5% | +4,044.1% | +2,262.2% |
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