+46.1%
CVX vs FIG
-77.2%
+123.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -0.9% |
| 7D | -7.5% | -12.6% | +5.2% | -7.3% |
| 30D | -0.6% | -13.8% | +13.2% | -0.4% |
| 3M | +14.0% | -16.7% | +30.7% | +14.1% |
| 6M | +18.1% | -6.1% | +24.2% | +17.9% |
| YTD | +42.2% | -48.1% | +90.2% | +42.2% |
| 1Y | +41.3% | -56.2% | +97.5% | +41.5% |
| All | +46.1% | -77.2% | +123.3% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling