+1,322.5%
CVX vs XLY
+1,114.2%
+208.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +2.6% | -1.7% | +4.3% | +3.6% |
| 30D | +9.8% | -4.2% | +14.0% | +12.3% |
| 3M | +16.2% | -2.7% | +18.9% | +17.1% |
| 6M | +13.6% | -0.6% | +14.3% | +12.0% |
| YTD | +44.4% | -5.0% | +49.4% | +45.7% |
| 1Y | +40.6% | -4.1% | +44.7% | +40.6% |
| 3Y | +48.2% | +33.6% | +14.6% | +19.4% |
| 5Y | +172.3% | +28.7% | +143.6% | +113.8% |
| 10Y | +222.3% | +219.6% | +2.7% | +48.6% |
| All | +1,322.5% | +1,114.2% | +208.3% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling