+24.4%
CVX vs FPS
-13.7%
+38.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -17.3% | +13.6% | -4.4% |
| 7D | -5.3% | -23.3% | +18.0% | -6.4% |
| 30D | +5.1% | -42.4% | +47.5% | +2.5% |
| 3M | +14.9% | -43.0% | +58.0% | +12.2% |
| 6M | +14.9% | -44.5% | +59.3% | +11.5% |
| All | +24.4% | -13.7% | +38.1% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling