+204.9%
CVX vs FICO
+544.1%
-339.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.7% | +4.0% | -5.7% | -2.5% |
| 30D | -0.8% | -1.5% | +0.7% | -0.9% |
| 3M | +9.4% | -29.8% | +39.2% | +15.2% |
| 6M | +17.5% | -33.3% | +50.8% | +23.5% |
| YTD | +43.8% | -56.9% | +100.7% | +65.3% |
| 1Y | +41.9% | -59.5% | +101.3% | +65.3% |
| 3Y | +69.1% | -26.9% | +96.0% | +54.7% |
| 5Y | +128.3% | +92.9% | +35.4% | +36.2% |
| 10Y | +204.9% | +539.5% | -334.6% | +22.9% |
| All | +204.9% | +544.1% | -339.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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