+46.7%
CVX vs FICO
-60.3%
+106.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +1.6% | +1.4% | +0.2% | +1.6% |
| 30D | -0.6% | -0.8% | +0.1% | -0.6% |
| 3M | +11.0% | -31.3% | +42.3% | +10.9% |
| 6M | +18.4% | -33.9% | +52.4% | +18.5% |
| YTD | +45.9% | -57.6% | +103.5% | +44.8% |
| 1Y | +46.7% | -59.7% | +106.3% | +44.3% |
| All | +46.7% | -60.3% | +106.9% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling