+170.6%
CVX vs FCUV
-99.9%
+270.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | +0.7% | -72.0% | +72.6% | +1.1% |
| 30D | +9.1% | -8.0% | +17.1% | +8.9% |
| 3M | +13.1% | +66.3% | -53.2% | +10.8% |
| 6M | +16.3% | -75.3% | +91.6% | +14.4% |
| YTD | +43.5% | -83.0% | +126.5% | +41.3% |
| 1Y | +40.2% | -94.7% | +134.8% | +38.3% |
| 3Y | +44.2% | -99.3% | +143.5% | +44.7% |
| 5Y | +170.6% | -99.9% | +270.5% | +183.8% |
| All | +170.6% | -99.9% | +270.5% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling