+198.6%
CVX vs XLP
+130.4%
+68.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.5% |
| 7D | -7.5% | +0.1% | -7.5% | -7.7% |
| 30D | -0.6% | +8.9% | -9.5% | -7.1% |
| 3M | +14.0% | +7.5% | +6.5% | +7.3% |
| 6M | +18.1% | +9.4% | +8.7% | +9.3% |
| YTD | +42.2% | +19.3% | +22.9% | +22.1% |
| 1Y | +41.3% | +21.7% | +19.6% | +19.3% |
| 3Y | +68.3% | +44.0% | +24.4% | +21.2% |
| 5Y | +122.0% | +42.8% | +79.3% | +56.9% |
| 10Y | +198.6% | +128.8% | +69.8% | +49.7% |
| All | +198.6% | +130.4% | +68.2% | +49.7% |
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