+47.0%
CVX vs XRT
+18.0%
+29.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.2% | -1.9% |
| 7D | -5.3% | +8.0% | -13.4% | -2.9% |
| 30D | +5.1% | +13.0% | -7.9% | +9.3% |
| 3M | +14.9% | +1.7% | +13.2% | +16.0% |
| 6M | +14.9% | +12.6% | +2.3% | +19.6% |
| YTD | +46.3% | +10.7% | +35.7% | +53.4% |
| 1Y | +47.0% | +18.4% | +28.6% | +54.0% |
| All | +47.0% | +18.0% | +29.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling