+37.5%
CVX vs XBI
+75.8%
-38.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.4% |
| 7D | +3.3% | +0.9% | +2.5% | +3.5% |
| 30D | +12.9% | +7.1% | +5.8% | +14.9% |
| 3M | +11.7% | +22.9% | -11.2% | +18.2% |
| 6M | +14.1% | +29.7% | -15.6% | +22.6% |
| YTD | +40.7% | +34.5% | +6.2% | +51.7% |
| 1Y | +37.5% | +76.1% | -38.6% | +57.4% |
| All | +37.5% | +75.8% | -38.3% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 1y: compounded portfolio wealth divided by compounded XBI 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…
1y analysis · Full analysis span regression · 6 months rolling