+214.5%
CVX vs FTV
+109.2%
+105.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | +3.9% | -0.5% | +1.4% |
| 30D | -1.0% | +18.7% | -19.6% | -9.5% |
| 3M | +12.2% | +10.0% | +2.2% | +6.2% |
| 6M | +20.3% | +14.6% | +5.8% | +10.4% |
| YTD | +48.3% | +23.4% | +24.9% | +28.4% |
| 1Y | +46.9% | +31.3% | +15.6% | +22.6% |
| 3Y | +73.1% | +39.8% | +33.3% | +34.3% |
| 5Y | +135.2% | +17.7% | +117.5% | +96.7% |
| All | +214.5% | +109.2% | +105.3% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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