+167.0%
CVX vs XLY
+28.1%
+138.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +2.6% | -1.7% | +4.3% | +3.0% |
| 30D | +9.8% | -4.2% | +14.0% | +10.8% |
| 3M | +16.2% | -2.7% | +18.9% | +16.6% |
| 6M | +13.6% | -0.6% | +14.3% | +13.0% |
| YTD | +44.4% | -5.0% | +49.4% | +45.3% |
| 1Y | +40.6% | -4.1% | +44.7% | +40.9% |
| 3Y | +48.2% | +33.6% | +14.6% | +33.9% |
| All | +167.0% | +28.1% | +138.9% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling