+16.9%
CVX vs FN
-52.0%
+68.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.7% | -11.8% | +0.3% |
| 7D | -9.7% | 0.0% | -9.7% | -9.5% |
| 30D | +3.6% | -34.3% | +37.9% | +1.7% |
| 3M | +13.3% | -39.9% | +53.2% | +11.4% |
| 6M | +16.9% | -51.8% | +68.7% | +16.3% |
| All | +16.9% | -52.0% | +68.8% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling