+1,362.2%
CVX vs FLUT
+2,054.3%
-692.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | +3.3% | -1.6% | +5.0% | +3.4% |
| 30D | +12.9% | +7.7% | +5.1% | +12.5% |
| 3M | +11.7% | -0.7% | +12.4% | +11.6% |
| 6M | +14.1% | -11.2% | +25.3% | +14.4% |
| YTD | +40.7% | -53.4% | +94.1% | +44.6% |
| 1Y | +37.5% | -65.8% | +103.3% | +43.0% |
| 3Y | +43.9% | -44.9% | +88.9% | +46.2% |
| 5Y | +161.5% | -49.7% | +211.2% | +163.6% |
| 10Y | +215.1% | -9.7% | +224.8% | +208.5% |
| All | +1,362.2% | +2,054.3% | -692.0% | +1,226.2% |
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