+219.2%
CVX vs FCUV
-98.6%
+317.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | +0.6% |
| 7D | +2.6% | -66.5% | +69.1% | +2.6% |
| 30D | +9.8% | +5.0% | +4.9% | +9.8% |
| 3M | +16.2% | +63.8% | -47.6% | +16.2% |
| 6M | +13.6% | -67.8% | +81.4% | +13.4% |
| YTD | +44.4% | -82.4% | +126.8% | +44.1% |
| 1Y | +40.6% | -94.7% | +135.3% | +40.1% |
| 3Y | +48.2% | -99.3% | +147.4% | +47.7% |
| 5Y | +172.3% | -99.9% | +272.1% | +171.0% |
| All | +219.2% | -98.6% | +317.8% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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