+48.0%
CVX vs FLR
+56.0%
-8.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.1% |
| 7D | +1.0% | -3.1% | +4.1% | +1.1% |
| 30D | +10.7% | +4.9% | +5.7% | +10.3% |
| 3M | +15.5% | +10.8% | +4.7% | +14.3% |
| 6M | +14.9% | +19.7% | -4.8% | +12.5% |
| YTD | +44.2% | +38.4% | +5.8% | +38.6% |
| 1Y | +43.5% | +34.7% | +8.8% | +37.7% |
| All | +48.0% | +56.0% | -8.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling