+126.1%
CVX vs FITB
+48.3%
+77.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.2% | +0.5% | -6.7% | -6.4% |
| 30D | -0.4% | +7.0% | -7.4% | -2.2% |
| 3M | +9.3% | -4.4% | +13.7% | +10.4% |
| 6M | +18.4% | +11.6% | +6.8% | +14.3% |
| YTD | +42.5% | +18.6% | +23.8% | +34.1% |
| 1Y | +41.0% | +29.8% | +11.2% | +29.1% |
| 3Y | +67.5% | +140.7% | -73.2% | +26.5% |
| 5Y | +126.1% | +48.6% | +77.5% | +78.7% |
| All | +126.1% | +48.3% | +77.8% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling