+73.1%
CVX vs FTI
+212.2%
-139.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +0.9% |
| 7D | +3.4% | +4.3% | -0.9% | +1.9% |
| 30D | -1.0% | -4.7% | +3.7% | +0.5% |
| 3M | +12.2% | -13.5% | +25.7% | +17.6% |
| 6M | +20.3% | -8.7% | +29.1% | +23.3% |
| YTD | +48.3% | +49.0% | -0.7% | +27.0% |
| 1Y | +46.9% | +54.0% | -7.1% | +24.2% |
| 3Y | +73.1% | +211.6% | -138.5% | +12.0% |
| All | +73.1% | +212.2% | -139.1% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling