+705.0%
CVX vs XBI
+921.6%
-216.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | +1.0% | -3.6% | +4.6% | +2.2% |
| 30D | +10.7% | +0.9% | +9.8% | +10.1% |
| 3M | +15.5% | +21.4% | -5.9% | +7.3% |
| 6M | +14.9% | +25.5% | -10.6% | +4.4% |
| YTD | +44.2% | +30.8% | +13.4% | +28.6% |
| 1Y | +43.5% | +68.6% | -25.1% | +16.3% |
| 3Y | +45.0% | +103.9% | -59.0% | +6.3% |
| 5Y | +172.2% | +20.8% | +151.4% | +132.8% |
| 10Y | +221.9% | +164.0% | +57.9% | +82.7% |
| All | +705.0% | +921.6% | -216.6% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling