+4,875.3%
CVX vs FICO
+78,251.7%
-73,376.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.3% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | +5.1% | +1.7% | +3.4% | +4.5% |
| 3M | +14.9% | -33.0% | +48.0% | +19.5% |
| 6M | +14.9% | -33.9% | +48.7% | +18.9% |
| YTD | +46.3% | -58.5% | +104.9% | +59.9% |
| 1Y | +47.0% | -56.4% | +103.4% | +59.3% |
| 3Y | +66.6% | -24.7% | +91.3% | +63.1% |
| 5Y | +133.6% | +83.1% | +50.5% | +96.6% |
| 10Y | +215.7% | +517.2% | -301.5% | +128.1% |
| All | +4,875.3% | +78,251.7% | -73,376.4% | +2,782.8% |
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