+139.1%
CVX vs FOXA
+92.4%
+46.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | +9.8% | +5.0% | +4.8% | +7.6% |
| 3M | +16.2% | -3.0% | +19.2% | +16.1% |
| 6M | +13.6% | +14.8% | -1.1% | +5.7% |
| YTD | +44.4% | -8.9% | +53.3% | +46.6% |
| 1Y | +40.6% | +13.3% | +27.3% | +29.9% |
| 3Y | +48.2% | +115.4% | -67.2% | +1.4% |
| 5Y | +172.3% | +95.3% | +77.0% | +87.1% |
| All | +139.1% | +92.4% | +46.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling