+37.5%
CVX vs FDS
-17.4%
+54.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | +3.3% | -1.9% | +5.2% | +3.4% |
| 30D | +12.9% | +9.0% | +3.9% | +12.7% |
| 3M | +11.7% | +18.9% | -7.1% | +11.1% |
| 6M | +14.1% | +35.1% | -21.0% | +13.3% |
| YTD | +40.7% | +5.5% | +35.2% | +39.7% |
| 1Y | +37.5% | -16.8% | +54.3% | +36.6% |
| All | +37.5% | -17.4% | +54.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling