+43.9%
CVX vs FRMI
-78.1%
+122.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.7% |
| 7D | +2.6% | +7.4% | -4.8% | +2.8% |
| 30D | +9.8% | -27.6% | +37.5% | +9.3% |
| 3M | +16.2% | -20.9% | +37.1% | +16.0% |
| 6M | +13.6% | -36.6% | +50.2% | +13.5% |
| YTD | +44.4% | -31.3% | +75.6% | +44.3% |
| All | +43.9% | -78.1% | +122.0% | +39.9% |
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