+1,068.2%
CVX vs FIS
+246.2%
+822.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.7% | -1.2% |
| 7D | -1.7% | +1.5% | -3.2% | -2.3% |
| 30D | -0.8% | -11.8% | +11.0% | +1.9% |
| 3M | +9.4% | -28.5% | +37.9% | +20.0% |
| 6M | +17.5% | -27.0% | +44.6% | +27.2% |
| YTD | +43.8% | -53.1% | +96.9% | +79.3% |
| 1Y | +41.9% | -52.8% | +94.6% | +76.2% |
| 3Y | +69.1% | -37.5% | +106.6% | +85.6% |
| 5Y | +128.3% | -71.1% | +199.4% | +212.7% |
| 10Y | +204.9% | -52.0% | +257.0% | +253.5% |
| All | +1,068.2% | +246.2% | +822.0% | +657.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling