+40.8%
CVX vs XLP
+22.1%
+18.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -7.5% | +0.1% | -7.5% | -7.4% |
| 30D | -0.6% | +8.9% | -9.5% | -2.1% |
| 3M | +14.0% | +7.5% | +6.5% | +12.4% |
| 6M | +18.1% | +9.4% | +8.7% | +16.3% |
| YTD | +42.2% | +19.3% | +22.9% | +32.8% |
| All | +40.8% | +22.1% | +18.7% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling