+162.6%
CVX vs FICO
+99.8%
+62.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | -0.6% |
| 7D | +3.3% | -19.2% | +22.5% | +4.2% |
| 30D | +12.9% | -14.6% | +27.5% | +13.5% |
| 3M | +11.7% | -20.1% | +31.8% | +12.5% |
| 6M | +14.1% | -36.3% | +50.5% | +16.1% |
| YTD | +40.7% | -44.9% | +85.5% | +44.3% |
| 1Y | +37.5% | -38.6% | +76.1% | +39.7% |
| 3Y | +43.9% | +4.0% | +40.0% | +39.0% |
| All | +162.6% | +99.8% | +62.8% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling