+42.1%
CVX vs FGI
-4.4%
+46.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -1.3% |
| 7D | +3.3% | +0.5% | +2.8% | +3.3% |
| 30D | +12.9% | +65.4% | -52.5% | +12.5% |
| 3M | +11.7% | +23.5% | -11.8% | +11.4% |
| 6M | +14.1% | +60.5% | -46.4% | +13.4% |
| YTD | +40.7% | +30.0% | +10.7% | +40.1% |
| 1Y | +37.5% | +82.1% | -44.6% | +34.9% |
| All | +42.1% | -4.4% | +46.5% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling