+47.0%
CVX vs XLV
+34.1%
+12.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -3.2% |
| 7D | -5.3% | +5.5% | -10.9% | -4.6% |
| 30D | +5.1% | +13.3% | -8.2% | +6.8% |
| 3M | +14.9% | +17.4% | -2.5% | +17.5% |
| 6M | +14.9% | +32.1% | -17.3% | +20.7% |
| YTD | +46.3% | +24.0% | +22.3% | +51.9% |
| 1Y | +47.0% | +32.9% | +14.1% | +54.2% |
| All | +47.0% | +34.1% | +12.9% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling