+1,380.6%
CVX vs FLUT
+1,675.5%
-294.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -6.2% | -1.5% | -4.8% | -6.2% |
| 30D | -0.4% | +3.4% | -3.8% | -0.5% |
| 3M | +9.3% | -12.5% | +21.8% | +9.7% |
| 6M | +18.4% | -18.5% | +36.8% | +19.0% |
| YTD | +42.5% | -61.6% | +104.1% | +47.4% |
| 1Y | +41.0% | -64.1% | +105.2% | +46.3% |
| 3Y | +67.5% | -44.5% | +112.0% | +70.1% |
| 5Y | +126.1% | -51.3% | +177.4% | +128.4% |
| 10Y | +198.8% | -25.6% | +224.3% | +194.5% |
| All | +1,380.6% | +1,675.5% | -294.9% | +1,252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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