+1,042.5%
CVX vs FIS
+374.5%
+668.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +3.3% | +1.1% | +2.3% | +2.9% |
| 30D | +12.9% | -2.2% | +15.1% | +13.5% |
| 3M | +11.7% | +2.1% | +9.6% | +10.1% |
| 6M | +14.1% | -14.7% | +28.8% | +18.9% |
| YTD | +40.7% | -35.7% | +76.4% | +60.6% |
| 1Y | +37.5% | -37.1% | +74.6% | +57.6% |
| 3Y | +43.9% | -20.0% | +63.9% | +48.0% |
| 5Y | +161.5% | -62.1% | +223.6% | +232.9% |
| 10Y | +215.1% | -37.4% | +252.5% | +240.1% |
| All | +1,042.5% | +374.5% | +668.0% | +578.8% |
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