+170.6%
CVX vs XRT
-4.5%
+175.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.7% | -3.6% | +4.3% | +1.5% |
| 30D | +9.1% | -6.7% | +15.8% | +10.9% |
| 3M | +13.1% | -1.4% | +14.5% | +13.0% |
| 6M | +16.3% | +1.7% | +14.6% | +14.9% |
| YTD | +43.5% | -1.5% | +45.0% | +42.9% |
| 1Y | +40.2% | -2.5% | +42.6% | +39.8% |
| 3Y | +44.2% | +39.9% | +4.3% | +28.4% |
| 5Y | +170.6% | -2.6% | +173.2% | +156.8% |
| All | +170.6% | -4.5% | +175.1% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling