+166.0%
CVX vs FIS
-64.6%
+230.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +1.4% |
| 7D | -0.6% | -3.5% | +2.9% | -0.2% |
| 30D | +13.4% | -7.8% | +21.3% | +14.6% |
| 3M | +11.8% | +0.8% | +11.0% | +11.3% |
| 6M | +12.4% | -21.9% | +34.3% | +15.9% |
| YTD | +41.5% | -39.5% | +81.0% | +51.4% |
| 1Y | +41.6% | -41.0% | +82.6% | +52.0% |
| 3Y | +42.2% | -23.6% | +65.9% | +45.5% |
| 5Y | +166.0% | -65.6% | +231.6% | +219.5% |
| All | +166.0% | -64.6% | +230.6% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling