+221.8%
CVX vs FTV
+127.3%
+94.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.6% | +3.7% | -2.1% | -0.3% |
| 30D | -0.6% | +16.8% | -17.5% | -8.4% |
| 3M | +11.0% | +10.4% | +0.6% | +5.0% |
| 6M | +18.4% | +12.8% | +5.6% | +9.6% |
| YTD | +45.9% | +23.3% | +22.6% | +26.5% |
| 1Y | +46.7% | +31.0% | +15.7% | +22.7% |
| 3Y | +71.6% | +38.6% | +33.0% | +34.2% |
| 5Y | +131.4% | +17.6% | +113.9% | +93.9% |
| 10Y | +209.3% | +110.0% | +99.3% | +68.5% |
| All | +221.8% | +127.3% | +94.5% | +69.1% |
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 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