+100.3%
CVX vs FGI
-74.8%
+175.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -25.2% | +26.8% | +1.8% |
| 7D | +3.4% | -14.4% | +17.8% | +3.5% |
| 30D | -1.0% | -11.8% | +10.8% | -0.9% |
| 3M | +12.2% | -46.2% | +58.4% | +12.6% |
| 6M | +20.3% | +5.2% | +15.2% | +19.6% |
| YTD | +48.3% | +10.5% | +37.8% | +46.6% |
| 1Y | +46.9% | +25.5% | +21.4% | +44.3% |
| 3Y | +73.1% | -16.0% | +89.1% | +67.6% |
| All | +100.3% | -74.8% | +175.1% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling