+219.2%
CVX vs XPO
+1,516.3%
-1,297.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | -5.7% | +8.3% | +3.9% |
| 30D | +9.8% | -12.8% | +22.6% | +12.9% |
| 3M | +16.2% | -20.0% | +36.2% | +21.4% |
| 6M | +13.6% | -6.0% | +19.7% | +13.7% |
| YTD | +44.4% | +34.0% | +10.3% | +32.2% |
| 1Y | +40.6% | +35.6% | +5.0% | +27.6% |
| 3Y | +48.2% | +152.3% | -104.1% | +9.7% |
| 5Y | +172.3% | +264.4% | -92.1% | +72.2% |
| All | +219.2% | +1,516.3% | -1,297.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling