+210.3%
CVX vs FTV
+90.8%
+119.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | +3.3% | -4.5% | +7.8% | +5.7% |
| 30D | +12.9% | -7.1% | +19.9% | +16.9% |
| 3M | +11.7% | -7.2% | +18.9% | +14.8% |
| 6M | +14.1% | -1.5% | +15.7% | +12.9% |
| YTD | +40.7% | +3.5% | +37.2% | +33.9% |
| 1Y | +37.5% | +20.3% | +17.1% | +19.5% |
| 3Y | +43.9% | -3.1% | +47.1% | +37.4% |
| 5Y | +161.5% | +2.3% | +159.1% | +133.6% |
| 10Y | +215.1% | +76.3% | +138.8% | +86.0% |
| All | +210.3% | +90.8% | +119.5% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling