+130.0%
CVX vs FND
-63.9%
+193.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | +3.4% | -6.8% | +10.3% | +3.8% |
| 30D | -1.0% | +8.0% | -9.0% | -1.5% |
| 3M | +12.2% | -18.9% | +31.1% | +13.4% |
| 6M | +20.3% | +4.7% | +15.7% | +18.7% |
| YTD | +48.3% | -21.6% | +69.9% | +49.5% |
| 1Y | +46.9% | -22.0% | +68.9% | +48.1% |
| 3Y | +73.1% | -40.4% | +113.6% | +76.2% |
| All | +130.0% | -63.9% | +193.9% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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