+1,312.9%
CVX vs XLP
+568.6%
+744.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.8% |
| 7D | -9.7% | +0.7% | -10.5% | -10.5% |
| 30D | +3.6% | +10.3% | -6.6% | -4.2% |
| 3M | +13.3% | +6.5% | +6.8% | +7.3% |
| 6M | +16.9% | +8.4% | +8.5% | +8.8% |
| YTD | +43.4% | +18.2% | +25.2% | +24.1% |
| 1Y | +44.5% | +22.4% | +22.1% | +21.5% |
| 3Y | +64.0% | +41.9% | +22.1% | +21.1% |
| 5Y | +126.4% | +40.9% | +85.6% | +65.4% |
| 10Y | +209.4% | +128.4% | +81.0% | +54.9% |
| All | +1,312.9% | +568.6% | +744.3% | +243.3% |
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