+219.2%
CVX vs XLK
+807.8%
-588.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | 0.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +9.8% | -0.6% | +10.5% | +10.0% |
| 3M | +16.2% | +2.6% | +13.6% | +13.7% |
| 6M | +13.6% | +34.0% | -20.3% | -3.2% |
| YTD | +44.4% | +30.7% | +13.7% | +24.0% |
| 1Y | +40.6% | +39.2% | +1.4% | +16.4% |
| 3Y | +48.2% | +120.4% | -72.2% | -7.6% |
| 5Y | +172.3% | +148.8% | +23.5% | +51.2% |
| All | +219.2% | +807.8% | -588.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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