+219.2%
CVX vs FERG
+351.3%
-132.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.6% | -2.6% | +5.2% | +2.9% |
| 30D | +9.8% | -8.9% | +18.7% | +11.0% |
| 3M | +16.2% | -2.0% | +18.2% | +16.2% |
| 6M | +13.6% | -3.2% | +16.8% | +13.4% |
| YTD | +44.4% | +1.5% | +42.9% | +43.1% |
| 1Y | +40.6% | +0.5% | +40.1% | +39.2% |
| 3Y | +48.2% | +50.4% | -2.2% | +37.6% |
| 5Y | +172.3% | +68.7% | +103.6% | +145.7% |
| All | +219.2% | +351.3% | -132.1% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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