+130.0%
CVX vs FICO
+91.4%
+38.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +3.4% | +2.2% | +1.2% | +3.3% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | +12.2% | -35.2% | +47.4% | +13.7% |
| 6M | +20.3% | -32.4% | +52.7% | +21.5% |
| YTD | +48.3% | -57.4% | +105.7% | +52.9% |
| 1Y | +46.9% | -58.5% | +105.4% | +51.7% |
| 3Y | +73.1% | -28.9% | +102.0% | +70.7% |
| All | +130.0% | +91.4% | +38.6% | +105.9% |
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 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