+172.2%
CVX vs FTV
+1.8%
+170.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.2% |
| 7D | +1.0% | -1.3% | +2.2% | +1.2% |
| 30D | +10.7% | -9.5% | +20.2% | +13.2% |
| 3M | +15.5% | -10.9% | +26.4% | +18.2% |
| 6M | +14.9% | -0.6% | +15.5% | +13.8% |
| YTD | +44.2% | +1.4% | +42.8% | +41.2% |
| 1Y | +43.5% | +17.6% | +25.9% | +33.7% |
| 3Y | +45.0% | -3.3% | +48.2% | +41.3% |
| 5Y | +172.2% | -0.1% | +172.3% | +159.6% |
| All | +172.2% | +1.8% | +170.3% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling