+18.4%
CVX vs FIX
-43.2%
+61.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.3% |
| 7D | +1.6% | +17.0% | -15.4% | +2.6% |
| 30D | -0.6% | -30.6% | +30.0% | -3.6% |
| 3M | +11.0% | -35.0% | +46.0% | +7.0% |
| 6M | +18.4% | -44.0% | +62.4% | +11.9% |
| All | +18.4% | -43.2% | +61.7% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling