+172.2%
CVX vs XPO
+262.4%
-90.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.2% |
| 7D | +1.0% | -0.9% | +1.9% | +1.0% |
| 30D | +10.7% | -8.1% | +18.7% | +11.5% |
| 3M | +15.5% | -19.0% | +34.5% | +17.9% |
| 6M | +14.9% | -5.2% | +20.1% | +14.8% |
| YTD | +44.2% | +35.6% | +8.6% | +37.2% |
| 1Y | +43.5% | +41.1% | +2.4% | +35.5% |
| 3Y | +45.0% | +157.9% | -112.9% | +24.2% |
| 5Y | +172.2% | +265.6% | -93.5% | +114.3% |
| All | +172.2% | +262.4% | -90.3% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling