+685.4%
CVX vs XHB
+173.9%
+511.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.7% |
| 7D | +3.3% | -1.3% | +4.6% | +3.8% |
| 30D | +12.9% | -6.9% | +19.8% | +15.9% |
| 3M | +11.7% | -1.3% | +13.0% | +11.0% |
| 6M | +14.1% | -6.8% | +20.9% | +14.9% |
| YTD | +40.7% | +0.7% | +40.0% | +36.7% |
| 1Y | +37.5% | -11.2% | +48.7% | +40.3% |
| 3Y | +43.9% | +25.3% | +18.6% | +23.2% |
| 5Y | +161.5% | +37.3% | +124.1% | +108.1% |
| 10Y | +215.1% | +211.5% | +3.6% | +72.5% |
| All | +685.4% | +173.9% | +511.5% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling