+413.9%
CVX vs FERG
+1,335.0%
-921.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.6% | +3.4% | -4.0% | -0.9% |
| 30D | +13.4% | -11.5% | +24.9% | +14.6% |
| 3M | +11.8% | +1.3% | +10.6% | +11.5% |
| 6M | +12.4% | -1.0% | +13.4% | +12.1% |
| YTD | +41.5% | +3.2% | +38.3% | +40.4% |
| 1Y | +41.6% | -3.0% | +44.6% | +41.1% |
| 3Y | +42.2% | +55.0% | -12.8% | +34.9% |
| 5Y | +166.0% | +72.6% | +93.3% | +147.8% |
| 10Y | +207.2% | +358.9% | -151.7% | +169.1% |
| All | +413.9% | +1,335.0% | -921.1% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling