+4,782.9%
CVX vs FICO
+78,963.7%
-74,180.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.0% |
| 7D | -8.0% | -0.3% | -7.8% | -8.0% |
| 30D | +2.6% | +1.7% | +0.9% | +2.0% |
| 3M | +15.2% | -35.2% | +50.4% | +20.4% |
| 6M | +12.5% | -33.7% | +46.2% | +16.4% |
| YTD | +43.6% | -58.2% | +101.8% | +56.7% |
| 1Y | +45.0% | -56.6% | +101.6% | +57.2% |
| 3Y | +63.5% | -24.0% | +87.5% | +59.9% |
| 5Y | +126.8% | +86.1% | +40.7% | +90.5% |
| 10Y | +209.8% | +522.8% | -313.0% | +123.6% |
| All | +4,782.9% | +78,963.7% | -74,180.8% | +2,725.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling