+172.2%
CVX vs FITB
+70.3%
+101.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +1.0% | -0.4% | +1.3% | +1.1% |
| 30D | +10.7% | -5.1% | +15.8% | +12.1% |
| 3M | +15.5% | +3.5% | +11.9% | +14.0% |
| 6M | +14.9% | +17.2% | -2.3% | +9.0% |
| YTD | +44.2% | +17.6% | +26.6% | +36.0% |
| 1Y | +43.5% | +23.4% | +20.2% | +33.0% |
| 3Y | +45.0% | +129.7% | -84.8% | +9.7% |
| 5Y | +172.2% | +68.4% | +103.7% | +101.2% |
| All | +172.2% | +70.3% | +101.9% | +101.2% |
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