+40.6%
CVX vs XBI
+66.9%
-26.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | +2.6% | -4.6% | +7.3% | +1.5% |
| 30D | +9.8% | -2.0% | +11.8% | +9.5% |
| 3M | +16.2% | +17.8% | -1.6% | +21.5% |
| 6M | +13.6% | +23.7% | -10.1% | +20.4% |
| YTD | +44.4% | +28.2% | +16.1% | +53.4% |
| 1Y | +40.6% | +64.0% | -23.4% | +54.0% |
| All | +40.6% | +66.9% | -26.4% | +54.0% |
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