+47.3%
CVX vs FERG
+50.8%
-3.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +9.1% | -11.8% | +20.9% | +10.5% |
| 3M | +13.1% | -1.2% | +14.3% | +12.9% |
| 6M | +16.3% | -2.3% | +18.6% | +15.6% |
| YTD | +43.5% | +0.8% | +42.7% | +41.6% |
| 1Y | +40.2% | +0.5% | +39.7% | +37.8% |
| All | +47.3% | +50.8% | -3.5% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling