+162.6%
CVX vs FIX
+2,061.9%
-1,899.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | +3.3% | +6.0% | -2.7% | +3.0% |
| 30D | +12.9% | -7.2% | +20.1% | +13.3% |
| 3M | +11.7% | -15.9% | +27.6% | +12.5% |
| 6M | +14.1% | +12.7% | +1.4% | +11.8% |
| YTD | +40.7% | +72.8% | -32.1% | +31.8% |
| 1Y | +37.5% | +122.9% | -85.4% | +24.6% |
| 3Y | +43.9% | +774.3% | -730.4% | +1.1% |
| All | +162.6% | +2,061.9% | -1,899.3% | +29.9% |
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