+1,244.1%
CVX vs XPO
+10,316.6%
-9,072.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -1.8% |
| 7D | +3.3% | +2.4% | +0.9% | +3.0% |
| 30D | +12.9% | -3.5% | +16.4% | +13.2% |
| 3M | +11.7% | -11.9% | +23.6% | +13.0% |
| 6M | +14.1% | -10.0% | +24.1% | +14.7% |
| YTD | +40.7% | +42.1% | -1.4% | +34.2% |
| 1Y | +37.5% | +47.6% | -10.1% | +30.2% |
| 3Y | +43.9% | +153.6% | -109.6% | +26.0% |
| 5Y | +161.5% | +266.5% | -105.1% | +114.6% |
| 10Y | +215.1% | +1,460.4% | -1,245.3% | +125.9% |
| All | +1,244.1% | +10,316.6% | -9,072.5% | +776.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling