+41.6%
CVX vs XLP
+6.9%
+34.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -0.6% | -1.4% | +0.9% | -0.3% |
| 30D | +13.4% | -1.3% | +14.7% | +13.7% |
| 3M | +11.8% | +1.8% | +10.0% | +11.4% |
| 6M | +12.4% | -0.8% | +13.3% | +13.2% |
| YTD | +41.5% | +9.5% | +32.0% | +36.8% |
| 1Y | +41.6% | +7.2% | +34.4% | +36.6% |
| All | +41.6% | +6.9% | +34.7% | +36.6% |
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