+214.5%
CVX vs FIS
-53.2%
+267.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | +0.3% |
| 7D | +3.4% | +2.8% | +0.6% | +2.3% |
| 30D | -1.0% | -16.7% | +15.8% | +3.4% |
| 3M | +12.2% | -32.3% | +44.5% | +25.3% |
| 6M | +20.3% | -29.1% | +49.4% | +31.4% |
| YTD | +48.3% | -54.1% | +102.4% | +88.0% |
| 1Y | +46.9% | -53.7% | +100.6% | +85.3% |
| 3Y | +73.1% | -38.8% | +112.0% | +88.6% |
| 5Y | +135.2% | -71.1% | +206.3% | +241.6% |
| All | +214.5% | -53.2% | +267.7% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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