+172.2%
CVX vs FND
-61.3%
+233.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.0% | -0.8% | +1.7% | +1.0% |
| 30D | +10.7% | -19.6% | +30.2% | +12.0% |
| 3M | +15.5% | -4.3% | +19.8% | +15.1% |
| 6M | +14.9% | -20.4% | +35.3% | +16.2% |
| YTD | +44.2% | -21.9% | +66.1% | +45.7% |
| 1Y | +43.5% | -45.2% | +88.7% | +50.3% |
| 3Y | +45.0% | -49.2% | +94.2% | +49.9% |
| 5Y | +172.2% | -61.8% | +234.0% | +178.6% |
| All | +172.2% | -61.3% | +233.4% | +178.6% |
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