+209.5%
CVX vs FIVE
+505.3%
-295.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.7% |
| 7D | +1.6% | +2.4% | -0.8% | +1.1% |
| 30D | -0.6% | +15.8% | -16.5% | -3.5% |
| 3M | +11.0% | +3.8% | +7.2% | +9.7% |
| 6M | +18.4% | +18.5% | -0.1% | +13.4% |
| YTD | +45.9% | +31.2% | +14.7% | +35.8% |
| 1Y | +46.7% | +61.8% | -15.1% | +30.7% |
| 3Y | +71.6% | +39.9% | +31.7% | +49.5% |
| 5Y | +131.4% | +18.3% | +113.1% | +102.5% |
| All | +209.5% | +505.3% | -295.9% | +84.4% |
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