+4,743.7%
CVX vs FITB
+2,843.2%
+1,900.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | +9.3% | -4.4% | +13.7% | +10.2% |
| 6M | +18.4% | +11.6% | +6.8% | +15.1% |
| YTD | +42.5% | +18.6% | +23.8% | +36.0% |
| 1Y | +41.0% | +29.8% | +11.2% | +31.9% |
| 3Y | +67.5% | +140.7% | -73.2% | +35.9% |
| 5Y | +126.1% | +48.6% | +77.5% | +99.5% |
| 10Y | +198.8% | +224.4% | -25.6% | +121.0% |
| All | +4,743.7% | +2,843.2% | +1,900.5% | +2,570.9% |
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