+167.0%
CVX vs XME
+162.6%
+4.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +2.6% | -4.2% | +6.8% | +3.9% |
| 30D | +9.8% | -2.7% | +12.5% | +10.4% |
| 3M | +16.2% | -3.9% | +20.1% | +16.9% |
| 6M | +13.6% | -1.0% | +14.6% | +11.7% |
| YTD | +44.4% | +9.8% | +34.6% | +34.9% |
| 1Y | +40.6% | +32.5% | +8.0% | +20.1% |
| 3Y | +48.2% | +124.3% | -76.2% | -2.6% |
| All | +167.0% | +162.6% | +4.4% | +60.4% |
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