+716.8%
CVX vs XME
+170.7%
+546.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.4% |
| 7D | +3.4% | +0.3% | +3.1% | +3.1% |
| 30D | -1.0% | -6.1% | +5.2% | +1.4% |
| 3M | +12.2% | -18.6% | +30.8% | +21.8% |
| 6M | +20.3% | -23.9% | +44.2% | +32.3% |
| YTD | +48.3% | -9.3% | +57.7% | +46.9% |
| 1Y | +46.9% | +1.8% | +45.1% | +37.1% |
| 3Y | +73.1% | +93.0% | -19.9% | +13.8% |
| 5Y | +135.2% | +107.0% | +28.2% | +44.7% |
| 10Y | +214.4% | +266.9% | -52.6% | +39.2% |
| All | +716.8% | +170.7% | +546.1% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling