+125.6%
CVX vs FN
+170.4%
-44.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.7% | -11.8% | -0.4% |
| 7D | -9.7% | 0.0% | -9.7% | -9.8% |
| 30D | +3.6% | -34.3% | +37.9% | +4.6% |
| 3M | +13.3% | -39.9% | +53.2% | +14.5% |
| 6M | +16.9% | -51.8% | +68.7% | +18.8% |
| YTD | +43.4% | -28.1% | +71.5% | +41.9% |
| 1Y | +44.5% | -29.1% | +73.6% | +42.8% |
| 3Y | +64.0% | +102.4% | -38.5% | +44.7% |
| All | +125.6% | +170.4% | -44.7% | +80.6% |
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