+167.0%
CVX vs FERG
+67.5%
+99.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.6% | -2.6% | +5.2% | +3.1% |
| 30D | +9.8% | -8.9% | +18.7% | +11.5% |
| 3M | +16.2% | -2.0% | +18.2% | +16.2% |
| 6M | +13.6% | -3.2% | +16.8% | +13.2% |
| YTD | +44.4% | +1.5% | +42.9% | +42.1% |
| 1Y | +40.6% | +0.5% | +40.1% | +38.1% |
| 3Y | +48.2% | +50.4% | -2.2% | +28.2% |
| All | +167.0% | +67.5% | +99.4% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling