+92.4%
CVX vs FGI
-70.0%
+162.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -6.2% | -4.1% | -2.1% | -6.2% |
| 30D | -0.4% | -3.4% | +3.0% | -0.3% |
| 3M | +9.3% | +61.8% | -52.5% | +8.4% |
| 6M | +18.4% | +17.0% | +1.4% | +17.6% |
| YTD | +42.5% | +31.4% | +11.1% | +40.7% |
| 1Y | +41.0% | +42.7% | -1.6% | +38.5% |
| 3Y | +67.5% | -0.1% | +67.6% | +62.0% |
| All | +92.4% | -70.0% | +162.5% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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