+209.5%
CVX vs FE
+123.7%
+85.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -0.6% | +3.9% | -4.5% | -2.0% |
| 3M | +11.0% | -0.1% | +11.1% | +10.9% |
| 6M | +18.4% | +6.1% | +12.4% | +15.7% |
| YTD | +45.9% | +8.1% | +37.9% | +41.1% |
| 1Y | +46.7% | +4.4% | +42.3% | +43.5% |
| 3Y | +71.6% | +49.0% | +22.6% | +44.8% |
| 5Y | +131.4% | +46.1% | +85.3% | +94.8% |
| All | +209.5% | +123.7% | +85.8% | +148.6% |
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