+209.5%
CVX vs FITB
+208.7%
+0.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.8% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | -0.6% | +7.3% | -8.0% | -3.9% |
| 3M | +11.0% | -6.3% | +17.3% | +13.8% |
| 6M | +18.4% | +12.6% | +5.9% | +11.0% |
| YTD | +45.9% | +18.0% | +27.9% | +32.1% |
| 1Y | +46.7% | +28.9% | +17.8% | +27.1% |
| 3Y | +71.6% | +139.4% | -67.8% | +6.7% |
| 5Y | +131.4% | +47.2% | +84.2% | +73.3% |
| All | +209.5% | +208.7% | +0.7% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling