+204.9%
CVX vs FIVE
+535.9%
-331.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -0.8% | +17.4% | -18.2% | -3.9% |
| 3M | +9.4% | +7.0% | +2.4% | +7.5% |
| 6M | +17.5% | +20.5% | -2.9% | +12.2% |
| YTD | +43.8% | +33.1% | +10.7% | +33.6% |
| 1Y | +41.9% | +67.1% | -25.2% | +25.7% |
| 3Y | +69.1% | +41.9% | +27.2% | +47.0% |
| 5Y | +128.3% | +21.1% | +107.2% | +98.7% |
| 10Y | +204.9% | +518.8% | -313.9% | +81.4% |
| All | +204.9% | +535.9% | -331.0% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling