+47.0%
CVX vs FRMI
-93.1%
+140.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.6% | +6.9% | -3.9% |
| 7D | -5.3% | -39.7% | +34.4% | -6.3% |
| 30D | +5.1% | -55.2% | +60.3% | +3.5% |
| 3M | +14.9% | -71.2% | +86.1% | +12.5% |
| 6M | +14.9% | -64.1% | +79.0% | +12.1% |
| YTD | +46.3% | -77.2% | +123.6% | +43.0% |
| 1Y | +47.0% | -93.2% | +140.2% | +45.0% |
| All | +47.0% | -93.1% | +140.1% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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