+136.8%
CVX vs XLC
+143.7%
-6.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | +3.3% | -0.8% | +4.2% | +3.8% |
| 30D | +12.9% | +1.0% | +11.8% | +12.1% |
| 3M | +11.7% | -0.7% | +12.4% | +11.6% |
| 6M | +14.1% | -5.1% | +19.3% | +16.6% |
| YTD | +40.7% | -4.3% | +45.0% | +42.7% |
| 1Y | +37.5% | -0.6% | +38.1% | +36.1% |
| 3Y | +43.9% | +72.7% | -28.8% | +0.2% |
| 5Y | +161.5% | +38.0% | +123.5% | +113.5% |
| All | +136.8% | +143.7% | -6.9% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling