+221.9%
CVX vs FFIV
+239.4%
-17.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -1.9% | +0.7% |
| 7D | +1.0% | +3.5% | -2.5% | -0.1% |
| 30D | +10.7% | -1.3% | +12.0% | +10.8% |
| 3M | +15.5% | +2.4% | +13.1% | +13.7% |
| 6M | +14.9% | +41.8% | -26.9% | +1.1% |
| YTD | +44.2% | +58.5% | -14.3% | +21.5% |
| 1Y | +43.5% | +24.3% | +19.2% | +30.5% |
| 3Y | +45.0% | +152.0% | -107.1% | -0.6% |
| 5Y | +172.2% | +99.1% | +73.0% | +96.9% |
| 10Y | +221.9% | +242.8% | -20.9% | +71.4% |
| All | +221.9% | +239.4% | -17.5% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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