+4,683.6%
CVX vs FITB
+2,855.6%
+1,828.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | +12.9% | -4.7% | +17.6% | +14.0% |
| 3M | +11.7% | +6.7% | +5.0% | +9.9% |
| 6M | +14.1% | +12.6% | +1.6% | +10.6% |
| YTD | +40.7% | +19.1% | +21.6% | +34.3% |
| 1Y | +37.5% | +22.6% | +14.9% | +30.2% |
| 3Y | +43.9% | +127.1% | -83.2% | +18.2% |
| 5Y | +161.5% | +71.8% | +89.6% | +123.9% |
| 10Y | +215.1% | +287.2% | -72.1% | +126.5% |
| All | +4,683.6% | +2,855.6% | +1,828.0% | +2,538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling