+214.5%
CVX vs XLB
+163.6%
+51.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | +3.4% | +0.5% | +2.9% | +2.9% |
| 30D | -1.0% | +5.2% | -6.1% | -5.3% |
| 3M | +12.2% | +0.3% | +11.9% | +11.2% |
| 6M | +20.3% | +1.2% | +19.2% | +17.1% |
| YTD | +48.3% | +16.6% | +31.7% | +25.9% |
| 1Y | +46.9% | +21.4% | +25.5% | +20.1% |
| 3Y | +73.1% | +43.2% | +29.9% | +19.4% |
| 5Y | +135.2% | +28.0% | +107.2% | +75.8% |
| All | +214.5% | +163.6% | +51.0% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling