+4,683.6%
CVX vs FDX
+4,233.7%
+450.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +3.3% | -2.5% | +5.9% | +4.0% |
| 30D | +12.9% | +3.8% | +9.1% | +11.7% |
| 3M | +11.7% | -1.3% | +13.0% | +11.7% |
| 6M | +14.1% | +5.0% | +9.1% | +11.6% |
| YTD | +40.7% | +39.6% | +1.0% | +27.6% |
| 1Y | +37.5% | +81.1% | -43.6% | +16.3% |
| 3Y | +43.9% | +63.0% | -19.1% | +22.2% |
| 5Y | +161.5% | +65.6% | +95.9% | +114.5% |
| 10Y | +215.1% | +183.4% | +31.8% | +117.1% |
| All | +4,683.6% | +4,233.7% | +450.0% | +2,079.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling