+1,286.2%
CVX vs XLP
+523.7%
+762.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | +3.3% | -1.0% | +4.4% | +4.2% |
| 30D | +12.9% | -0.9% | +13.8% | +13.5% |
| 3M | +11.7% | +3.8% | +7.9% | +8.1% |
| 6M | +14.1% | -1.7% | +15.9% | +14.8% |
| YTD | +40.7% | +10.3% | +30.4% | +29.0% |
| 1Y | +37.5% | +7.8% | +29.7% | +28.1% |
| 3Y | +43.9% | +27.2% | +16.7% | +16.3% |
| 5Y | +161.5% | +32.5% | +128.9% | +101.0% |
| 10Y | +215.1% | +101.8% | +113.3% | +74.5% |
| All | +1,286.2% | +523.7% | +762.6% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling