+170.6%
CVX vs XLI
+78.7%
+91.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +0.7% | -2.3% | +3.0% | +1.8% |
| 30D | +9.1% | -8.2% | +17.3% | +13.6% |
| 3M | +13.1% | +0.8% | +12.3% | +11.6% |
| 6M | +16.3% | +0.8% | +15.4% | +13.8% |
| YTD | +43.5% | +10.5% | +33.0% | +31.9% |
| 1Y | +40.2% | +14.1% | +26.0% | +25.8% |
| 3Y | +44.2% | +68.6% | -24.3% | -2.0% |
| 5Y | +170.6% | +80.4% | +90.2% | +70.3% |
| All | +170.6% | +78.7% | +91.9% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling