+37.5%
CVX vs XLV
+27.5%
+10.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.4% |
| 7D | +3.3% | +0.2% | +3.2% | +3.4% |
| 30D | +12.9% | +4.4% | +8.4% | +13.5% |
| 3M | +11.7% | +13.2% | -1.5% | +14.0% |
| 6M | +14.1% | +10.1% | +4.0% | +16.6% |
| YTD | +40.7% | +11.7% | +29.0% | +43.7% |
| 1Y | +37.5% | +26.9% | +10.6% | +42.5% |
| All | +37.5% | +27.5% | +10.0% | +42.5% |
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