+469.9%
CVX vs FN
+3,620.5%
-3,150.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.6% |
| 7D | +3.3% | -1.7% | +5.0% | +3.5% |
| 30D | +12.9% | -22.0% | +34.9% | +15.4% |
| 3M | +11.7% | -43.0% | +54.7% | +17.6% |
| 6M | +14.1% | -27.7% | +41.9% | +15.3% |
| YTD | +40.7% | -10.5% | +51.2% | +37.1% |
| 1Y | +37.5% | +12.5% | +25.0% | +28.9% |
| 3Y | +43.9% | +153.8% | -109.9% | +14.2% |
| 5Y | +161.5% | +288.0% | -126.5% | +88.3% |
| 10Y | +215.1% | +906.4% | -691.3% | +92.0% |
| All | +469.9% | +3,620.5% | -3,150.7% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling