+48.2%
CVX vs XLY
+35.2%
+13.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +2.6% | -1.7% | +4.3% | +2.9% |
| 30D | +9.8% | -4.2% | +14.0% | +10.5% |
| 3M | +16.2% | -2.7% | +18.9% | +16.5% |
| 6M | +13.6% | -0.6% | +14.3% | +13.0% |
| YTD | +44.4% | -5.0% | +49.4% | +45.5% |
| 1Y | +40.6% | -4.1% | +44.7% | +40.9% |
| 3Y | +48.2% | +33.6% | +14.6% | +32.9% |
| All | +48.2% | +35.2% | +13.0% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling