+1,150.2%
CVX vs FFIV
+7,518.9%
-6,368.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +3.3% | -1.0% | +4.3% | +3.4% |
| 30D | +12.9% | -5.1% | +17.9% | +13.3% |
| 3M | +11.7% | -4.5% | +16.2% | +12.0% |
| 6M | +14.1% | +36.5% | -22.3% | +10.8% |
| YTD | +40.7% | +53.0% | -12.3% | +35.1% |
| 1Y | +37.5% | +24.2% | +13.3% | +34.2% |
| 3Y | +43.9% | +137.2% | -93.3% | +32.4% |
| 5Y | +161.5% | +91.8% | +69.7% | +143.4% |
| 10Y | +215.1% | +215.2% | -0.1% | +181.1% |
| All | +1,150.2% | +7,518.9% | -6,368.7% | +917.7% |
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