+125.6%
CVX vs XLP
+40.8%
+84.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -9.7% | +0.7% | -10.5% | -10.1% |
| 30D | +3.6% | +10.3% | -6.6% | -0.5% |
| 3M | +13.3% | +6.5% | +6.8% | +10.2% |
| 6M | +16.9% | +8.4% | +8.5% | +12.7% |
| YTD | +43.4% | +18.2% | +25.2% | +32.5% |
| 1Y | +44.5% | +22.4% | +22.1% | +31.3% |
| 3Y | +64.0% | +41.9% | +22.1% | +38.3% |
| All | +125.6% | +40.8% | +84.8% | +87.9% |
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