+48.0%
CVX vs USFR
+14.0%
+34.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +10.7% | +0.3% | +10.4% | +10.2% |
| 3M | +15.5% | +1.0% | +14.5% | +14.3% |
| 6M | +14.9% | +1.9% | +12.9% | +13.5% |
| YTD | +44.2% | +2.7% | +41.5% | +42.5% |
| 1Y | +43.5% | +4.0% | +39.5% | +42.1% |
| All | +48.0% | +14.0% | +34.0% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling