+2,926.8%
CVX vs FLEX
+5,397.3%
-2,470.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +0.5% |
| 7D | -1.7% | +2.2% | -3.9% | -2.2% |
| 30D | -0.8% | -32.6% | +31.8% | +3.3% |
| 3M | +9.4% | -35.5% | +44.9% | +14.1% |
| 6M | +17.5% | -45.6% | +63.1% | +23.8% |
| YTD | +43.8% | +30.7% | +13.1% | +32.7% |
| 1Y | +41.9% | +28.4% | +13.5% | +30.9% |
| 3Y | +69.1% | +301.7% | -232.5% | +31.7% |
| 5Y | +128.3% | +473.3% | -345.0% | +67.8% |
| 10Y | +204.9% | +651.7% | -446.8% | +108.3% |
| All | +2,926.8% | +5,397.3% | -2,470.6% | +1,593.3% |
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