+219.2%
CVX vs XLF
+254.4%
-35.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +2.6% | -1.5% | +4.1% | +3.8% |
| 30D | +9.8% | -1.2% | +11.0% | +10.7% |
| 3M | +16.2% | +9.2% | +7.0% | +7.7% |
| 6M | +13.6% | +16.3% | -2.7% | -0.7% |
| YTD | +44.4% | +5.4% | +38.9% | +36.3% |
| 1Y | +40.6% | +7.6% | +33.0% | +30.1% |
| 3Y | +48.2% | +74.2% | -26.0% | -11.0% |
| 5Y | +172.3% | +66.1% | +106.1% | +65.6% |
| All | +219.2% | +254.4% | -35.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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