+221.9%
CVX vs FIS
-41.9%
+263.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +3.1% |
| 7D | +1.0% | -9.1% | +10.0% | +4.2% |
| 30D | +10.7% | -10.4% | +21.1% | +14.6% |
| 3M | +15.5% | -3.7% | +19.2% | +15.9% |
| 6M | +14.9% | -24.8% | +39.7% | +25.3% |
| YTD | +44.2% | -41.6% | +85.8% | +71.8% |
| 1Y | +43.5% | -42.7% | +86.3% | +71.6% |
| 3Y | +45.0% | -26.2% | +71.2% | +51.4% |
| 5Y | +172.2% | -66.1% | +238.3% | +290.4% |
| 10Y | +221.9% | -40.9% | +262.8% | +283.9% |
| All | +221.9% | -41.9% | +263.8% | +283.9% |
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