+716.8%
CVX vs XOP
+78.0%
+638.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | +3.4% | +6.3% | -2.9% | -0.1% |
| 30D | -1.0% | -6.6% | +5.6% | +2.8% |
| 3M | +12.2% | +3.6% | +8.6% | +9.9% |
| 6M | +20.3% | +10.8% | +9.6% | +13.5% |
| YTD | +48.3% | +48.3% | 0.0% | +18.3% |
| 1Y | +46.9% | +42.9% | +4.0% | +19.5% |
| 3Y | +73.1% | +43.3% | +29.8% | +38.8% |
| 5Y | +135.2% | +94.0% | +41.3% | +55.0% |
| 10Y | +214.4% | +53.7% | +160.7% | +99.2% |
| All | +716.8% | +78.0% | +638.8% | +259.8% |
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