+198.8%
CVX vs XLP
+129.0%
+69.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -6.2% | +2.3% | -8.6% | -8.0% |
| 30D | -0.4% | +9.1% | -9.5% | -7.1% |
| 3M | +9.3% | +7.9% | +1.5% | +2.7% |
| 6M | +18.4% | +9.6% | +8.8% | +9.4% |
| YTD | +42.5% | +19.4% | +23.0% | +22.1% |
| 1Y | +41.0% | +22.4% | +18.7% | +18.5% |
| 3Y | +67.5% | +43.2% | +24.3% | +21.1% |
| 5Y | +126.1% | +42.6% | +83.5% | +59.9% |
| 10Y | +198.8% | +135.4% | +63.3% | +48.8% |
| All | +198.8% | +129.0% | +69.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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