+209.1%
CVX vs FIX
+5,885.7%
-5,676.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.7% |
| 7D | +3.3% | +6.0% | -2.7% | +2.1% |
| 30D | +12.9% | -7.2% | +20.1% | +14.4% |
| 3M | +11.7% | -15.9% | +27.6% | +14.2% |
| 6M | +14.1% | +12.7% | +1.4% | +7.5% |
| YTD | +40.7% | +72.8% | -32.1% | +18.3% |
| 1Y | +37.5% | +122.9% | -85.4% | +6.5% |
| 3Y | +43.9% | +774.3% | -730.4% | -34.7% |
| 5Y | +161.5% | +2,049.5% | -1,888.0% | -20.2% |
| All | +209.1% | +5,885.7% | -5,676.5% | -31.7% |
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 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