+43.1%
CVX vs FRMI
-78.6%
+121.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | +0.7% | +10.9% | -10.2% | +0.9% |
| 30D | +9.1% | -24.3% | +33.4% | +8.7% |
| 3M | +13.1% | -21.8% | +34.8% | +12.8% |
| 6M | +16.3% | -33.0% | +49.3% | +16.1% |
| YTD | +43.5% | -32.6% | +76.1% | +43.4% |
| All | +43.1% | -78.6% | +121.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling