+217.2%
CVX vs FDS
+66.9%
+150.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +1.4% |
| 7D | +0.7% | -16.0% | +16.7% | +6.4% |
| 30D | +9.1% | -6.7% | +15.9% | +11.2% |
| 3M | +13.1% | +6.0% | +7.1% | +9.3% |
| 6M | +16.3% | +25.1% | -8.8% | +4.4% |
| YTD | +43.5% | -8.1% | +51.6% | +43.5% |
| 1Y | +40.2% | -26.0% | +66.2% | +52.0% |
| 3Y | +44.2% | -36.4% | +80.7% | +63.5% |
| 5Y | +170.6% | -27.7% | +198.4% | +176.9% |
| All | +217.2% | +66.9% | +150.4% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling