+207.2%
CVX vs FE
+113.1%
+94.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | +13.4% | -2.1% | +15.6% | +14.2% |
| 3M | +11.8% | +2.6% | +9.2% | +10.7% |
| 6M | +12.4% | -6.8% | +19.2% | +14.8% |
| YTD | +41.5% | +6.9% | +34.6% | +37.5% |
| 1Y | +41.6% | +11.6% | +30.0% | +35.3% |
| 3Y | +42.2% | +47.7% | -5.5% | +20.5% |
| 5Y | +166.0% | +46.2% | +119.8% | +124.0% |
| 10Y | +207.2% | +109.2% | +98.0% | +148.0% |
| All | +207.2% | +113.1% | +94.1% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling