+22.6%
CVX vs FPS
+19.2%
+3.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +1.6% |
| 7D | +1.0% | +5.3% | -4.4% | +1.3% |
| 30D | +10.7% | -17.6% | +28.2% | +9.4% |
| 3M | +15.5% | -45.8% | +61.3% | +12.2% |
| 6M | +14.9% | -10.1% | +25.0% | +13.2% |
| All | +22.6% | +19.2% | +3.4% | +19.4% |
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