+1,016.3%
CVX vs FTI
+2,165.1%
-1,148.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.3% | +5.3% | -1.9% | +1.2% |
| 30D | +12.9% | +15.3% | -2.5% | +6.5% |
| 3M | +11.7% | +15.8% | -4.0% | +4.9% |
| 6M | +14.1% | +22.6% | -8.4% | +4.1% |
| YTD | +40.7% | +79.5% | -38.9% | +9.7% |
| 1Y | +37.5% | +102.0% | -64.5% | +1.7% |
| 3Y | +43.9% | +315.8% | -271.9% | -23.7% |
| 5Y | +161.5% | +1,129.5% | -968.0% | -17.0% |
| 10Y | +215.1% | +320.9% | -105.8% | +29.3% |
| All | +1,016.3% | +2,165.1% | -1,148.8% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling