+37.5%
CVX vs FIX
+128.3%
-90.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.1% |
| 7D | +3.3% | +6.0% | -2.7% | +3.8% |
| 30D | +12.9% | -7.2% | +20.1% | +12.3% |
| 3M | +11.7% | -15.9% | +27.6% | +10.9% |
| 6M | +14.1% | +12.7% | +1.4% | +15.0% |
| YTD | +40.7% | +72.8% | -32.1% | +41.5% |
| 1Y | +37.5% | +122.9% | -85.4% | +36.6% |
| All | +37.5% | +128.3% | -90.8% | +36.6% |
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