+1,365.3%
CVX vs FE
+556.6%
+808.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.4% |
| 7D | -9.7% | -1.0% | -8.7% | -9.4% |
| 30D | +3.6% | +4.1% | -0.5% | +2.0% |
| 3M | +13.3% | -1.0% | +14.3% | +13.6% |
| 6M | +16.9% | +4.0% | +12.9% | +14.7% |
| YTD | +43.4% | +6.8% | +36.6% | +38.8% |
| 1Y | +44.5% | +5.3% | +39.2% | +40.5% |
| 3Y | +64.0% | +44.6% | +19.4% | +38.2% |
| 5Y | +126.4% | +44.2% | +82.2% | +88.8% |
| 10Y | +209.4% | +107.3% | +102.1% | +112.8% |
| All | +1,365.3% | +556.6% | +808.7% | +642.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling