+195.7%
CVX vs FND
+66.0%
+129.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.6% |
| 7D | +3.3% | -5.2% | +8.6% | +4.1% |
| 30D | +12.9% | -19.9% | +32.8% | +16.7% |
| 3M | +11.7% | +2.7% | +9.0% | +9.9% |
| 6M | +14.1% | -21.7% | +35.8% | +17.0% |
| YTD | +40.7% | -17.5% | +58.2% | +42.1% |
| 1Y | +37.5% | -39.3% | +76.8% | +46.7% |
| 3Y | +43.9% | -49.8% | +93.7% | +53.9% |
| 5Y | +161.5% | -60.1% | +221.5% | +180.6% |
| All | +195.7% | +66.0% | +129.7% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling