+1,165.9%
CVX vs FFIV
+6,091.4%
-4,925.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -6.2% | -4.2% | -2.1% | -5.9% |
| 30D | -0.4% | -33.9% | +33.5% | +2.9% |
| 3M | +9.3% | -22.6% | +31.9% | +11.3% |
| 6M | +18.4% | -10.4% | +28.8% | +18.8% |
| YTD | +42.5% | +24.3% | +18.1% | +38.7% |
| 1Y | +41.0% | +31.8% | +9.3% | +36.6% |
| 3Y | +67.5% | +99.5% | -32.0% | +55.9% |
| 5Y | +126.1% | +40.7% | +85.4% | +115.4% |
| 10Y | +198.8% | +126.9% | +71.9% | +172.5% |
| All | +1,165.9% | +6,091.4% | -4,925.5% | +945.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling