+204.9%
CVX vs FIX
+3,814.3%
-3,609.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.1% | 0.0% |
| 7D | -1.7% | +6.4% | -8.1% | -3.2% |
| 30D | -0.8% | -29.1% | +28.3% | +5.3% |
| 3M | +9.4% | -31.1% | +40.5% | +16.3% |
| 6M | +17.5% | -42.8% | +60.3% | +28.2% |
| YTD | +43.8% | +24.6% | +19.2% | +27.3% |
| 1Y | +41.9% | +21.9% | +19.9% | +25.5% |
| 3Y | +69.1% | +524.9% | -455.8% | -19.5% |
| 5Y | +128.3% | +1,092.2% | -963.9% | -20.1% |
| 10Y | +204.9% | +3,759.0% | -3,554.1% | -30.4% |
| All | +204.9% | +3,814.3% | -3,609.3% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling