+1,225.3%
CVX vs FLR
+603.8%
+621.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | +3.3% | +5.4% | -2.1% | +1.9% |
| 30D | +12.9% | +11.4% | +1.5% | +8.7% |
| 3M | +11.7% | +11.4% | +0.3% | +6.7% |
| 6M | +14.1% | +16.6% | -2.5% | +6.2% |
| YTD | +40.7% | +41.7% | -1.0% | +23.5% |
| 1Y | +37.5% | +35.4% | +2.1% | +21.0% |
| 3Y | +43.9% | +57.3% | -13.4% | +13.5% |
| 5Y | +161.5% | +241.0% | -79.5% | +57.8% |
| 10Y | +215.1% | +16.6% | +198.5% | +111.7% |
| All | +1,225.3% | +603.8% | +621.5% | +465.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling