+41.9%
CVX vs FN
-19.6%
+61.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +1.3% |
| 7D | -1.7% | +8.0% | -9.7% | -1.2% |
| 30D | -0.8% | -19.1% | +18.3% | -1.8% |
| 3M | +9.4% | -29.8% | +39.2% | +7.9% |
| 6M | +17.5% | -43.2% | +60.7% | +15.5% |
| YTD | +43.8% | -18.9% | +62.8% | +44.9% |
| 1Y | +41.9% | -17.9% | +59.8% | +43.2% |
| All | +41.9% | -19.6% | +61.4% | +43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling