+217.2%
CVX vs FTI
+301.2%
-84.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.6% |
| 7D | +0.7% | -5.6% | +6.3% | +3.0% |
| 30D | +9.1% | +0.4% | +8.7% | +8.8% |
| 3M | +13.1% | +8.1% | +5.0% | +9.2% |
| 6M | +16.3% | +16.7% | -0.4% | +8.4% |
| YTD | +43.5% | +70.0% | -26.5% | +14.8% |
| 1Y | +40.2% | +85.4% | -45.3% | +7.7% |
| 3Y | +44.2% | +265.9% | -221.7% | -18.8% |
| 5Y | +170.6% | +1,072.7% | -902.1% | -12.0% |
| All | +217.2% | +301.2% | -84.0% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling