+221.3%
CVX vs USFR
+27.5%
+193.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +12.9% | +0.3% | +12.6% | +12.6% |
| 3M | +11.7% | +1.0% | +10.7% | +10.9% |
| 6M | +14.1% | +1.9% | +12.2% | +12.6% |
| YTD | +40.7% | +2.6% | +38.1% | +38.2% |
| 1Y | +37.5% | +4.0% | +33.5% | +33.8% |
| 3Y | +43.9% | +14.1% | +29.8% | +31.6% |
| 5Y | +161.5% | +20.4% | +141.0% | +130.1% |
| 10Y | +215.1% | +28.0% | +187.1% | +165.4% |
| All | +221.3% | +27.5% | +193.7% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling