+162.6%
CVX vs XLP
+32.7%
+129.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | +3.3% | -1.0% | +4.4% | +3.8% |
| 30D | +12.9% | -0.9% | +13.8% | +13.2% |
| 3M | +11.7% | +3.8% | +7.9% | +9.7% |
| 6M | +14.1% | -1.7% | +15.9% | +14.8% |
| YTD | +40.7% | +10.3% | +30.4% | +33.9% |
| 1Y | +37.5% | +7.8% | +29.7% | +32.1% |
| 3Y | +43.9% | +27.2% | +16.7% | +27.2% |
| All | +162.6% | +32.7% | +129.9% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling