+1,286.2%
CVX vs XLI
+1,121.5%
+164.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.6% |
| 7D | +3.3% | -1.1% | +4.4% | +4.1% |
| 30D | +12.9% | -5.9% | +18.8% | +18.0% |
| 3M | +11.7% | -0.3% | +12.0% | +10.8% |
| 6M | +14.1% | +0.1% | +14.0% | +11.5% |
| YTD | +40.7% | +13.6% | +27.1% | +24.6% |
| 1Y | +37.5% | +17.2% | +20.3% | +18.5% |
| 3Y | +43.9% | +68.2% | -24.3% | -7.2% |
| 5Y | +161.5% | +80.7% | +80.7% | +57.8% |
| 10Y | +215.1% | +253.3% | -38.1% | +19.1% |
| All | +1,286.2% | +1,121.5% | +164.7% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling