+243.6%
CVX vs FIVE
+868.1%
-624.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -2.2% |
| 7D | +3.3% | +4.3% | -0.9% | +2.6% |
| 30D | +12.9% | +12.5% | +0.4% | +10.4% |
| 3M | +11.7% | +31.2% | -19.5% | +6.2% |
| 6M | +14.1% | +14.4% | -0.2% | +10.2% |
| YTD | +40.7% | +33.9% | +6.8% | +31.9% |
| 1Y | +37.5% | +65.1% | -27.6% | +23.6% |
| 3Y | +43.9% | +49.0% | -5.0% | +25.4% |
| 5Y | +161.5% | +30.3% | +131.2% | +125.7% |
| 10Y | +215.1% | +481.1% | -266.0% | +97.8% |
| All | +243.6% | +868.1% | -624.6% | +98.4% |
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 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