+166.0%
CVX vs FLEX
+698.8%
-532.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.3% |
| 7D | -0.6% | +7.0% | -7.6% | -1.1% |
| 30D | +13.4% | -5.8% | +19.2% | +13.8% |
| 3M | +11.8% | -24.2% | +36.0% | +13.6% |
| 6M | +12.4% | +90.8% | -78.4% | -0.3% |
| YTD | +41.5% | +89.2% | -47.7% | +24.9% |
| 1Y | +41.6% | +104.7% | -63.1% | +22.2% |
| 3Y | +42.2% | +478.1% | -435.8% | -5.1% |
| 5Y | +166.0% | +726.2% | -560.2% | +60.1% |
| All | +166.0% | +698.8% | -532.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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