+170.6%
CVX vs XLF
+62.9%
+107.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +0.7% | -2.9% | +3.6% | +2.2% |
| 30D | +9.1% | -1.6% | +10.7% | +10.0% |
| 3M | +13.1% | +9.3% | +3.8% | +7.5% |
| 6M | +16.3% | +14.6% | +1.7% | +7.3% |
| YTD | +43.5% | +4.7% | +38.8% | +39.2% |
| 1Y | +40.2% | +8.6% | +31.5% | +32.7% |
| 3Y | +44.2% | +73.9% | -29.6% | +2.0% |
| 5Y | +170.6% | +65.0% | +105.6% | +85.6% |
| All | +170.6% | +62.9% | +107.7% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling