+128.3%
CVX vs FDS
-21.2%
+149.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | +0.7% |
| 7D | -1.7% | -2.1% | +0.4% | -1.5% |
| 30D | -0.8% | +16.0% | -16.8% | -2.7% |
| 3M | +9.4% | +18.8% | -9.4% | +6.8% |
| 6M | +17.5% | +54.1% | -36.6% | +10.1% |
| YTD | +43.8% | +17.0% | +26.8% | +40.7% |
| 1Y | +41.9% | +25.5% | +16.4% | +36.6% |
| 3Y | +69.1% | -23.3% | +92.5% | +79.4% |
| 5Y | +128.3% | -22.6% | +150.9% | +135.0% |
| All | +128.3% | -21.2% | +149.5% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling