+41.9%
CVX vs FDX
+65.3%
-23.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +3.3% | -2.5% | +5.9% | +3.7% |
| 30D | +12.9% | +3.8% | +9.1% | +12.2% |
| 3M | +11.7% | -1.3% | +13.0% | +11.7% |
| 6M | +14.1% | +5.0% | +9.1% | +12.7% |
| YTD | +40.7% | +39.6% | +1.0% | +30.9% |
| 1Y | +37.5% | +81.1% | -43.6% | +20.9% |
| All | +41.9% | +65.3% | -23.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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