+47.0%
CVX vs XLB
+29.8%
+17.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -3.2% |
| 7D | -5.3% | +3.9% | -9.3% | -4.6% |
| 30D | +5.1% | +8.9% | -3.8% | +6.6% |
| 3M | +14.9% | +4.1% | +10.8% | +15.7% |
| 6M | +14.9% | +7.3% | +7.6% | +16.4% |
| YTD | +46.3% | +20.4% | +25.9% | +43.1% |
| 1Y | +47.0% | +29.5% | +17.5% | +40.8% |
| All | +47.0% | +29.8% | +17.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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