+141.5%
CVX vs XLC
+142.6%
-1.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +0.7% | -1.7% | +2.3% | +1.6% |
| 30D | +9.1% | +0.2% | +8.9% | +8.9% |
| 3M | +13.1% | +0.7% | +12.4% | +12.1% |
| 6M | +16.3% | -4.5% | +20.7% | +18.2% |
| YTD | +43.5% | -4.7% | +48.2% | +45.9% |
| 1Y | +40.2% | -1.5% | +41.6% | +39.5% |
| 3Y | +44.2% | +72.2% | -28.0% | +0.5% |
| 5Y | +170.6% | +39.3% | +131.3% | +118.8% |
| All | +141.5% | +142.6% | -1.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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