+73.1%
CVX vs FE
+50.7%
+22.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.6% |
| 7D | +3.4% | +1.2% | +2.2% | +3.3% |
| 30D | -1.0% | +4.5% | -5.5% | -1.3% |
| 3M | +12.2% | +1.3% | +10.9% | +12.1% |
| 6M | +20.3% | +8.7% | +11.7% | +19.5% |
| YTD | +48.3% | +9.2% | +39.1% | +46.7% |
| 1Y | +46.9% | +7.0% | +39.9% | +45.6% |
| 3Y | +73.1% | +51.4% | +21.7% | +62.8% |
| All | +73.1% | +50.7% | +22.5% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling