+130.0%
CVX vs FLR
+112.0%
+18.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +3.4% | +5.4% | -2.0% | +2.6% |
| 30D | -1.0% | +2.8% | -3.8% | -1.5% |
| 3M | +12.2% | -6.4% | +18.6% | +12.9% |
| 6M | +20.3% | +8.8% | +11.6% | +17.1% |
| YTD | +48.3% | +23.6% | +24.7% | +39.2% |
| 1Y | +46.9% | +13.8% | +33.1% | +39.9% |
| 3Y | +73.1% | +36.5% | +36.6% | +45.6% |
| All | +130.0% | +112.0% | +18.0% | +65.5% |
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