+214.5%
CVX vs XHB
+237.3%
-22.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | -1.0% | +9.9% | -10.9% | -5.4% |
| 3M | +12.2% | -6.3% | +18.5% | +14.5% |
| 6M | +20.3% | +3.8% | +16.5% | +15.5% |
| YTD | +48.3% | +0.1% | +48.2% | +42.7% |
| 1Y | +46.9% | -0.8% | +47.7% | +41.7% |
| 3Y | +73.1% | +35.6% | +37.5% | +35.0% |
| 5Y | +135.2% | +29.6% | +105.7% | +81.7% |
| All | +214.5% | +237.3% | -22.8% | +25.1% |
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