+130.0%
CVX vs FOXA
+76.9%
+53.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.9% |
| 7D | +3.4% | +2.7% | +0.8% | +2.9% |
| 30D | -1.0% | +10.0% | -11.0% | -2.8% |
| 3M | +12.2% | +5.0% | +7.2% | +10.8% |
| 6M | +20.3% | +3.4% | +17.0% | +18.8% |
| YTD | +48.3% | -5.5% | +53.8% | +49.1% |
| 1Y | +46.9% | +5.5% | +41.4% | +43.8% |
| 3Y | +73.1% | +139.3% | -66.2% | +37.7% |
| All | +130.0% | +76.9% | +53.1% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling