+198.6%
CVX vs FIX
+4,032.2%
-3,833.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.4% | -10.3% | -2.7% |
| 7D | -7.5% | -7.2% | -0.2% | -6.5% |
| 30D | -0.6% | -35.1% | +34.5% | +7.5% |
| 3M | +14.0% | -34.3% | +48.2% | +22.2% |
| 6M | +18.1% | -42.9% | +61.1% | +28.8% |
| YTD | +42.2% | +19.5% | +22.7% | +26.9% |
| 1Y | +41.3% | +16.8% | +24.6% | +26.1% |
| 3Y | +68.3% | +506.7% | -438.4% | -19.5% |
| 5Y | +122.0% | +1,046.7% | -924.7% | -21.6% |
| 10Y | +198.6% | +3,800.0% | -3,601.4% | -30.4% |
| All | +198.6% | +4,032.2% | -3,833.6% | -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