+219.2%
CVX vs FANG
+182.5%
+36.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.6% | +2.9% | -0.3% | +1.4% |
| 30D | +9.8% | +2.6% | +7.2% | +8.6% |
| 3M | +16.2% | +7.6% | +8.6% | +12.6% |
| 6M | +13.6% | +17.3% | -3.7% | +5.9% |
| YTD | +44.4% | +38.7% | +5.7% | +25.1% |
| 1Y | +40.6% | +51.6% | -11.0% | +17.1% |
| 3Y | +48.2% | +50.0% | -1.8% | +21.7% |
| 5Y | +172.3% | +237.6% | -65.3% | +58.1% |
| All | +219.2% | +182.5% | +36.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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