+167.0%
CVX vs XLU
+42.8%
+124.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.6% | -1.6% | +4.2% | +3.2% |
| 30D | +9.8% | -3.3% | +13.1% | +11.0% |
| 3M | +16.2% | -3.2% | +19.4% | +17.4% |
| 6M | +13.6% | -7.0% | +20.6% | +16.1% |
| YTD | +44.4% | +0.6% | +43.7% | +43.1% |
| 1Y | +40.6% | +2.4% | +38.2% | +38.1% |
| 3Y | +48.2% | +46.3% | +1.9% | +25.7% |
| All | +167.0% | +42.8% | +124.2% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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