+47.0%
CVX vs XLY
+3.2%
+43.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -8.0% | -1.6% |
| 7D | -5.3% | +6.1% | -11.4% | -2.5% |
| 30D | +5.1% | +10.8% | -5.7% | +10.4% |
| 3M | +14.9% | +3.6% | +11.3% | +17.5% |
| 6M | +14.9% | +4.4% | +10.5% | +18.3% |
| YTD | +46.3% | +3.1% | +43.2% | +53.6% |
| 1Y | +47.0% | +3.6% | +43.4% | +54.0% |
| All | +47.0% | +3.2% | +43.9% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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