+167.0%
CVX vs FANG
+232.6%
-65.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.6% | +2.9% | -0.3% | +1.2% |
| 30D | +9.8% | +2.6% | +7.2% | +8.4% |
| 3M | +16.2% | +7.6% | +8.6% | +11.9% |
| 6M | +13.6% | +17.3% | -3.7% | +4.4% |
| YTD | +44.4% | +38.7% | +5.7% | +21.7% |
| 1Y | +40.6% | +51.6% | -11.0% | +12.9% |
| 3Y | +48.2% | +50.0% | -1.8% | +16.2% |
| All | +167.0% | +232.6% | -65.6% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling