+162.6%
CVX vs FN
+289.0%
-126.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.4% |
| 7D | +3.3% | -1.7% | +5.0% | +3.4% |
| 30D | +12.9% | -22.0% | +34.9% | +13.5% |
| 3M | +11.7% | -43.0% | +54.7% | +13.6% |
| 6M | +14.1% | -27.7% | +41.9% | +14.3% |
| YTD | +40.7% | -10.5% | +51.2% | +38.7% |
| 1Y | +37.5% | +12.5% | +25.0% | +32.9% |
| 3Y | +43.9% | +153.8% | -109.9% | +26.3% |
| All | +162.6% | +289.0% | -126.4% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling