+52.4%
CVX vs FIG
-77.1%
+129.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.6% |
| 7D | +3.4% | +3.4% | 0.0% | +3.4% |
| 30D | -1.0% | -9.5% | +8.5% | -0.9% |
| 3M | +12.2% | -26.2% | +38.4% | +12.5% |
| 6M | +20.3% | +2.7% | +17.7% | +20.1% |
| YTD | +48.3% | -48.0% | +96.3% | +48.3% |
| 1Y | +46.9% | -52.0% | +99.0% | +47.0% |
| All | +52.4% | -77.1% | +129.5% | +54.2% |
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