+42.2%
CVX vs FDS
-30.4%
+72.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.9% |
| 7D | -0.6% | -5.4% | +4.8% | -0.1% |
| 30D | +13.4% | +1.6% | +11.9% | +13.2% |
| 3M | +11.8% | +17.7% | -5.9% | +9.9% |
| 6M | +12.4% | +29.1% | -16.6% | +9.2% |
| YTD | +41.5% | +1.0% | +40.5% | +42.0% |
| 1Y | +41.6% | -21.6% | +63.2% | +49.4% |
| 3Y | +42.2% | -30.1% | +72.4% | +49.3% |
| All | +42.2% | -30.4% | +72.7% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling