+42.2%
CVX vs FITB
+133.7%
-91.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -0.6% | +2.8% | -3.4% | -1.2% |
| 30D | +13.4% | -4.5% | +18.0% | +14.6% |
| 3M | +11.8% | +5.7% | +6.2% | +10.0% |
| 6M | +12.4% | +17.1% | -4.7% | +7.2% |
| YTD | +41.5% | +18.3% | +23.2% | +33.6% |
| 1Y | +41.6% | +23.9% | +17.7% | +31.4% |
| 3Y | +42.2% | +131.1% | -88.9% | +7.4% |
| All | +42.2% | +133.7% | -91.4% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling