+40.8%
CVX vs FGI
+45.3%
-4.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.8% |
| 7D | -7.5% | -1.4% | -6.1% | -7.5% |
| 30D | -0.6% | -3.2% | +2.7% | -0.6% |
| 3M | +14.0% | +64.1% | -50.1% | +15.2% |
| 6M | +18.1% | +17.2% | +1.0% | +18.9% |
| YTD | +42.2% | +31.6% | +10.6% | +47.6% |
| All | +40.8% | +45.3% | -4.6% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling