+48.2%
CVX vs FIG
-74.1%
+122.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +1.9% |
| 7D | +1.0% | -14.5% | +15.4% | +1.1% |
| 30D | +10.7% | -13.3% | +24.0% | +10.7% |
| 3M | +15.5% | +7.4% | +8.1% | +15.1% |
| 6M | +14.9% | -27.8% | +42.7% | +14.5% |
| YTD | +44.2% | -41.1% | +85.3% | +44.0% |
| 1Y | +43.5% | -58.7% | +102.2% | +43.9% |
| All | +48.2% | -74.1% | +122.3% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling