+1,297.0%
CVX vs FLR
+513.8%
+783.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +3.4% | +5.4% | -2.0% | +1.8% |
| 30D | -1.0% | +2.8% | -3.8% | -2.1% |
| 3M | +12.2% | -6.4% | +18.6% | +13.4% |
| 6M | +20.3% | +8.8% | +11.6% | +14.7% |
| YTD | +48.3% | +23.6% | +24.7% | +34.2% |
| 1Y | +46.9% | +13.8% | +33.1% | +35.7% |
| 3Y | +73.1% | +36.5% | +36.6% | +41.5% |
| 5Y | +135.2% | +119.3% | +15.9% | +61.2% |
| 10Y | +214.4% | +8.0% | +206.4% | +114.8% |
| All | +1,297.0% | +513.8% | +783.2% | +514.3% |
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