+172.2%
CVX vs FDS
-23.5%
+195.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.3% |
| 7D | +1.0% | -8.8% | +9.7% | +2.1% |
| 30D | +10.7% | -1.4% | +12.0% | +10.7% |
| 3M | +15.5% | +13.9% | +1.6% | +13.0% |
| 6M | +14.9% | +27.4% | -12.5% | +10.1% |
| YTD | +44.2% | -2.5% | +46.7% | +44.4% |
| 1Y | +43.5% | -23.8% | +67.3% | +51.0% |
| 3Y | +45.0% | -32.5% | +77.4% | +55.3% |
| 5Y | +172.2% | -23.2% | +195.3% | +187.4% |
| All | +172.2% | -23.5% | +195.6% | +187.4% |
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