+43.5%
CVX vs FFIV
+26.5%
+17.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -1.9% | +1.7% |
| 7D | +1.0% | +3.5% | -2.5% | +0.8% |
| 30D | +10.7% | -1.3% | +12.0% | +10.7% |
| 3M | +15.5% | +2.4% | +13.1% | +14.9% |
| 6M | +14.9% | +41.8% | -26.9% | +11.1% |
| YTD | +44.2% | +58.5% | -14.3% | +37.5% |
| 1Y | +43.5% | +24.3% | +19.2% | +40.1% |
| All | +43.5% | +26.5% | +17.0% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling