+204.9%
CVX vs XLP
+137.2%
+67.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.3% |
| 30D | -0.8% | +8.3% | -9.1% | -7.0% |
| 3M | +9.4% | +8.7% | +0.7% | +2.2% |
| 6M | +17.5% | +11.2% | +6.3% | +7.5% |
| YTD | +43.8% | +20.0% | +23.9% | +22.9% |
| 1Y | +41.9% | +21.3% | +20.5% | +20.1% |
| 3Y | +69.1% | +43.8% | +25.3% | +21.8% |
| 5Y | +128.3% | +43.3% | +85.0% | +60.8% |
| 10Y | +204.9% | +136.8% | +68.2% | +51.7% |
| All | +204.9% | +137.2% | +67.8% | +51.7% |
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