+170.6%
CVX vs FISV
-57.7%
+228.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.7% | -7.2% | +7.9% | +1.4% |
| 30D | +9.1% | -7.2% | +16.3% | +9.9% |
| 3M | +13.1% | -8.2% | +21.2% | +13.8% |
| 6M | +16.3% | -17.7% | +34.0% | +18.1% |
| YTD | +43.5% | -27.2% | +70.7% | +47.7% |
| 1Y | +40.2% | -63.0% | +103.1% | +53.8% |
| 3Y | +44.2% | -59.8% | +104.0% | +47.1% |
| 5Y | +170.6% | -55.8% | +226.4% | +170.3% |
| All | +170.6% | -57.7% | +228.3% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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