+1,286.2%
CVX vs XLF
+419.1%
+867.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +12.9% | +0.2% | +12.7% | +12.7% |
| 3M | +11.7% | +11.7% | 0.0% | +5.4% |
| 6M | +14.1% | +13.8% | +0.4% | +6.3% |
| YTD | +40.7% | +7.0% | +33.7% | +34.9% |
| 1Y | +37.5% | +9.1% | +28.4% | +30.3% |
| 3Y | +43.9% | +75.6% | -31.7% | +6.7% |
| 5Y | +161.5% | +66.4% | +95.0% | +97.6% |
| 10Y | +215.1% | +250.3% | -35.2% | +73.0% |
| All | +1,286.2% | +419.1% | +867.1% | +474.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling