+1,365.3%
CVX vs FE
+563.2%
+802.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -9.7% | 0.0% | -9.7% | -9.7% |
| 30D | +3.6% | +5.2% | -1.6% | +1.6% |
| 3M | +13.3% | 0.0% | +13.4% | +13.1% |
| 6M | +16.9% | +5.0% | +11.8% | +14.2% |
| YTD | +43.4% | +7.9% | +35.5% | +38.2% |
| 1Y | +44.5% | +6.3% | +38.2% | +40.0% |
| 3Y | +64.0% | +46.0% | +17.9% | +37.6% |
| 5Y | +126.4% | +45.6% | +80.8% | +88.1% |
| 10Y | +209.4% | +109.3% | +100.0% | +111.9% |
| All | +1,365.3% | +563.2% | +802.1% | +639.9% |
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