+1,337.7%
CVX vs FE
+561.4%
+776.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +3.3% | +1.9% | +1.4% | +2.6% |
| 30D | +12.9% | -1.2% | +14.0% | +13.3% |
| 3M | +11.7% | +3.5% | +8.2% | +10.0% |
| 6M | +14.1% | -6.1% | +20.2% | +16.5% |
| YTD | +40.7% | +7.6% | +33.1% | +35.9% |
| 1Y | +37.5% | +11.9% | +25.6% | +30.6% |
| 3Y | +43.9% | +48.4% | -4.5% | +20.0% |
| 5Y | +161.5% | +44.8% | +116.7% | +117.8% |
| 10Y | +215.1% | +115.9% | +99.2% | +113.1% |
| All | +1,337.7% | +561.4% | +776.3% | +627.5% |
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