+47.0%
CVX vs FIX
+14.3%
+32.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -15.1% | +11.4% | -4.7% |
| 7D | -5.3% | -18.9% | +13.6% | -6.7% |
| 30D | +5.1% | -36.3% | +41.4% | +1.7% |
| 3M | +14.9% | -38.5% | +53.5% | +11.0% |
| 6M | +14.9% | -42.3% | +57.1% | +10.9% |
| YTD | +46.3% | +17.1% | +29.2% | +44.7% |
| 1Y | +47.0% | +14.4% | +32.6% | +45.7% |
| All | +47.0% | +14.3% | +32.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling