+125.6%
CVX vs FIX
+933.9%
-808.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.4% |
| 7D | -9.7% | -17.5% | +7.7% | -8.9% |
| 30D | +3.6% | -41.6% | +45.2% | +6.2% |
| 3M | +13.3% | -40.6% | +53.9% | +15.9% |
| 6M | +16.9% | -49.4% | +66.3% | +20.3% |
| YTD | +43.4% | +9.2% | +34.2% | +37.6% |
| 1Y | +44.5% | +6.5% | +38.0% | +38.7% |
| 3Y | +64.0% | +448.7% | -384.8% | +19.3% |
| All | +125.6% | +933.9% | -808.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling