+166.0%
CVX vs FDX
+63.0%
+103.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | -0.6% | -3.3% | +2.7% | -0.1% |
| 30D | +13.4% | -1.4% | +14.8% | +13.6% |
| 3M | +11.8% | -4.5% | +16.3% | +12.4% |
| 6M | +12.4% | +9.4% | +3.0% | +10.0% |
| YTD | +41.5% | +36.0% | +5.5% | +32.6% |
| 1Y | +41.6% | +75.5% | -33.9% | +26.3% |
| 3Y | +42.2% | +62.8% | -20.6% | +26.2% |
| 5Y | +166.0% | +64.4% | +101.6% | +124.0% |
| All | +166.0% | +63.0% | +103.0% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling