+130.0%
CVX vs XME
+108.0%
+22.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | -1.0% | -6.1% | +5.2% | +0.5% |
| 3M | +12.2% | -18.6% | +30.8% | +18.2% |
| 6M | +20.3% | -23.9% | +44.2% | +28.4% |
| YTD | +48.3% | -9.3% | +57.7% | +45.6% |
| 1Y | +46.9% | +1.8% | +45.1% | +37.3% |
| 3Y | +73.1% | +93.0% | -19.9% | +16.9% |
| All | +130.0% | +108.0% | +22.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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