+703.7%
CVX vs XOP
+76.4%
+627.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | +1.6% | +5.2% | -3.6% | -1.3% |
| 30D | -0.6% | -8.4% | +7.7% | +4.3% |
| 3M | +11.0% | +2.9% | +8.1% | +9.1% |
| 6M | +18.4% | +8.8% | +9.6% | +12.7% |
| YTD | +45.9% | +46.9% | -1.0% | +17.0% |
| 1Y | +46.7% | +41.5% | +5.2% | +20.0% |
| 3Y | +71.6% | +43.1% | +28.5% | +37.7% |
| 5Y | +131.4% | +92.2% | +39.2% | +53.3% |
| 10Y | +209.3% | +52.3% | +157.0% | +97.0% |
| All | +703.7% | +76.4% | +627.3% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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