+2,860.4%
CVX vs FLEX
+7,523.3%
-4,663.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +3.3% | -0.9% | +4.2% | +3.4% |
| 30D | +12.9% | -10.1% | +23.0% | +14.2% |
| 3M | +11.7% | -31.3% | +43.1% | +15.8% |
| 6M | +14.1% | +71.3% | -57.1% | +3.3% |
| YTD | +40.7% | +81.2% | -40.6% | +25.9% |
| 1Y | +37.5% | +98.5% | -61.0% | +21.0% |
| 3Y | +43.9% | +428.2% | -384.3% | +9.3% |
| 5Y | +161.5% | +657.3% | -495.8% | +87.5% |
| 10Y | +215.1% | +995.9% | -780.8% | +107.8% |
| All | +2,860.4% | +7,523.3% | -4,663.0% | +1,507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling