+167.0%
CVX vs FLR
+238.1%
-71.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +2.6% | -3.5% | +6.1% | +3.1% |
| 30D | +9.8% | +4.2% | +5.7% | +9.1% |
| 3M | +16.2% | +8.1% | +8.1% | +14.0% |
| 6M | +13.6% | +21.5% | -7.9% | +8.1% |
| YTD | +44.4% | +36.8% | +7.6% | +33.8% |
| 1Y | +40.6% | +31.2% | +9.4% | +30.4% |
| 3Y | +48.2% | +53.9% | -5.7% | +22.5% |
| All | +167.0% | +238.1% | -71.1% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling