+1,294.2%
CVX vs XLU
+639.3%
+654.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.9% |
| 30D | +13.4% | -0.4% | +13.8% | +13.6% |
| 3M | +11.8% | +0.5% | +11.4% | +11.2% |
| 6M | +12.4% | -5.8% | +18.2% | +16.0% |
| YTD | +41.5% | +3.1% | +38.4% | +37.3% |
| 1Y | +41.6% | +8.1% | +33.5% | +32.9% |
| 3Y | +42.2% | +50.5% | -8.3% | +5.1% |
| 5Y | +166.0% | +44.7% | +121.3% | +98.0% |
| 10Y | +207.2% | +136.8% | +70.4% | +59.2% |
| All | +1,294.2% | +639.3% | +654.9% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling