+48.2%
CVX vs XLRE
+31.2%
+17.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | +2.6% | -1.2% | +3.8% | +2.9% |
| 30D | +9.8% | -2.4% | +12.2% | +10.5% |
| 3M | +16.2% | -2.5% | +18.7% | +16.9% |
| 6M | +13.6% | +4.0% | +9.6% | +11.9% |
| YTD | +44.4% | +9.3% | +35.1% | +39.5% |
| 1Y | +40.6% | +5.6% | +35.0% | +37.4% |
| 3Y | +48.2% | +31.3% | +16.9% | +33.9% |
| All | +48.2% | +31.2% | +17.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling