+47.8%
CVX vs FIG
-77.7%
+125.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.0% |
| 7D | -1.7% | -14.3% | +12.6% | -1.6% |
| 30D | -0.8% | -13.6% | +12.8% | -0.7% |
| 3M | +9.4% | -23.7% | +33.1% | +9.6% |
| 6M | +17.5% | -5.4% | +22.9% | +17.3% |
| YTD | +43.8% | -49.2% | +93.1% | +43.9% |
| 1Y | +41.9% | -57.4% | +99.2% | +42.1% |
| All | +47.8% | -77.7% | +125.5% | +49.6% |
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