+40.6%
CVX vs XLI
+15.3%
+25.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +1.0% |
| 7D | +2.6% | -1.7% | +4.3% | +2.0% |
| 30D | +9.8% | -7.3% | +17.1% | +7.1% |
| 3M | +16.2% | -1.3% | +17.5% | +15.5% |
| 6M | +13.6% | +2.2% | +11.4% | +15.2% |
| YTD | +44.4% | +11.7% | +32.7% | +42.6% |
| 1Y | +40.6% | +14.3% | +26.3% | +38.1% |
| All | +40.6% | +15.3% | +25.3% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling