+219.2%
CVX vs XLI
+260.4%
-41.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.3% |
| 7D | +2.6% | -1.7% | +4.3% | +4.0% |
| 30D | +9.8% | -7.3% | +17.1% | +16.9% |
| 3M | +16.2% | -1.3% | +17.5% | +16.4% |
| 6M | +13.6% | +2.2% | +11.4% | +8.3% |
| YTD | +44.4% | +11.7% | +32.7% | +26.2% |
| 1Y | +40.6% | +14.3% | +26.3% | +19.9% |
| 3Y | +48.2% | +70.3% | -22.2% | -15.9% |
| 5Y | +172.3% | +82.3% | +90.0% | +41.3% |
| All | +219.2% | +260.4% | -41.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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