+1,320.8%
CVX vs XLK
+1,460.0%
-139.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.0% | +2.3% | -1.4% | 0.0% |
| 30D | +10.7% | +0.8% | +9.8% | +10.1% |
| 3M | +15.5% | +4.1% | +11.4% | +12.3% |
| 6M | +14.9% | +34.8% | -19.9% | -1.0% |
| YTD | +44.2% | +30.8% | +13.4% | +25.4% |
| 1Y | +43.5% | +42.4% | +1.2% | +19.8% |
| 3Y | +45.0% | +121.8% | -76.8% | -3.3% |
| 5Y | +172.2% | +146.6% | +25.5% | +68.0% |
| 10Y | +221.9% | +804.3% | -582.4% | +11.7% |
| All | +1,320.8% | +1,460.0% | -139.2% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling