+68.3%
CVX vs FDX
+70.4%
-2.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -1.3% |
| 7D | -7.5% | +0.2% | -7.6% | -7.5% |
| 30D | -0.6% | +9.3% | -9.9% | -1.8% |
| 3M | +14.0% | +0.5% | +13.5% | +13.7% |
| 6M | +18.1% | +5.3% | +12.8% | +16.7% |
| YTD | +42.2% | +38.6% | +3.6% | +31.9% |
| 1Y | +41.3% | +53.5% | -12.2% | +28.1% |
| 3Y | +68.3% | +74.2% | -5.9% | +40.5% |
| All | +68.3% | +70.4% | -2.1% | +40.5% |
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