+64.0%
CVX vs FIX
+448.6%
-384.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.2% |
| 7D | -9.7% | -17.5% | +7.7% | -9.6% |
| 30D | +3.6% | -41.6% | +45.2% | +4.0% |
| 3M | +13.3% | -40.6% | +53.9% | +13.7% |
| 6M | +16.9% | -49.4% | +66.3% | +17.5% |
| YTD | +43.4% | +9.2% | +34.2% | +39.4% |
| 1Y | +44.5% | +6.5% | +38.0% | +40.5% |
| 3Y | +64.0% | +448.7% | -384.8% | +36.5% |
| All | +64.0% | +448.6% | -384.6% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling