+221.9%
CVX vs XRT
+120.9%
+101.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +1.0% | -2.4% | +3.4% | +2.0% |
| 30D | +10.7% | -6.9% | +17.6% | +14.1% |
| 3M | +15.5% | -0.4% | +15.9% | +15.0% |
| 6M | +14.9% | +2.2% | +12.7% | +12.3% |
| YTD | +44.2% | -0.7% | +44.9% | +42.5% |
| 1Y | +43.5% | -2.0% | +45.5% | +42.2% |
| 3Y | +45.0% | +41.0% | +3.9% | +17.5% |
| 5Y | +172.2% | -3.3% | +175.5% | +158.8% |
| 10Y | +221.9% | +124.8% | +97.1% | +42.8% |
| All | +221.9% | +120.9% | +101.0% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling