+44.6%
CVX vs FIG
-71.6%
+116.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.2% |
| 7D | +3.3% | -16.3% | +19.6% | +3.5% |
| 30D | +12.9% | -14.3% | +27.2% | +12.9% |
| 3M | +11.7% | +7.2% | +4.6% | +11.4% |
| 6M | +14.1% | -18.6% | +32.8% | +13.7% |
| YTD | +40.7% | -35.5% | +76.1% | +40.4% |
| 1Y | +37.5% | -55.8% | +93.3% | +37.8% |
| All | +44.6% | -71.6% | +116.2% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling