+250.2%
CVX vs FIVE
+822.5%
-572.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -9.7% | -0.3% | -9.5% | -9.8% |
| 30D | +3.6% | +17.7% | -14.0% | +0.7% |
| 3M | +13.3% | +4.0% | +9.4% | +12.0% |
| 6M | +16.9% | +2.6% | +14.3% | +15.2% |
| YTD | +43.4% | +27.6% | +15.8% | +35.2% |
| 1Y | +44.5% | +59.9% | -15.5% | +30.6% |
| 3Y | +64.0% | +35.8% | +28.2% | +45.2% |
| 5Y | +126.4% | +14.4% | +112.0% | +100.9% |
| 10Y | +209.4% | +576.1% | -366.8% | +91.1% |
| All | +250.2% | +822.5% | -572.3% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling