+219.2%
CVX vs XHB
+215.4%
+3.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | +2.6% | -4.6% | +7.3% | +4.7% |
| 30D | +9.8% | -9.1% | +19.0% | +14.3% |
| 3M | +16.2% | -8.6% | +24.8% | +19.5% |
| 6M | +13.6% | -4.0% | +17.6% | +12.6% |
| YTD | +44.4% | -3.9% | +48.3% | +42.3% |
| 1Y | +40.6% | -16.5% | +57.1% | +48.0% |
| 3Y | +48.2% | +22.6% | +25.6% | +22.0% |
| 5Y | +172.3% | +33.9% | +138.3% | +103.9% |
| All | +219.2% | +215.4% | +3.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling