+4,711.1%
CVX vs FISV
+10,554.3%
-5,843.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.5% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | +13.4% | -3.0% | +16.4% | +14.0% |
| 3M | +11.8% | -3.5% | +15.4% | +12.1% |
| 6M | +12.4% | -19.4% | +31.8% | +16.7% |
| YTD | +41.5% | -24.3% | +65.8% | +48.4% |
| 1Y | +41.6% | -62.4% | +104.0% | +67.4% |
| 3Y | +42.2% | -58.2% | +100.4% | +59.9% |
| 5Y | +166.0% | -56.5% | +222.5% | +192.3% |
| 10Y | +207.2% | -0.5% | +207.8% | +186.9% |
| All | +4,711.1% | +10,554.3% | -5,843.2% | +2,772.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling