+198.6%
CVX vs FN
+837.6%
-639.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +11.9% | -12.7% | -2.1% |
| 7D | -7.5% | +16.3% | -23.7% | -9.2% |
| 30D | -0.6% | -24.7% | +24.2% | +1.8% |
| 3M | +14.0% | -34.9% | +48.9% | +17.8% |
| 6M | +18.1% | -41.1% | +59.2% | +22.2% |
| YTD | +42.2% | -19.6% | +61.8% | +38.2% |
| 1Y | +41.3% | -18.5% | +59.8% | +36.4% |
| 3Y | +68.3% | +119.1% | -50.8% | +28.5% |
| 5Y | +122.0% | +206.9% | -84.9% | +50.8% |
| 10Y | +198.6% | +826.4% | -627.9% | +55.1% |
| All | +198.6% | +837.6% | -639.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling