+122.0%
CVX vs XRT
-1.2%
+123.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.5% | -1.6% |
| 7D | -7.5% | +2.5% | -9.9% | -8.0% |
| 30D | -0.6% | +10.3% | -10.9% | -2.9% |
| 3M | +14.0% | +2.4% | +11.6% | +13.1% |
| 6M | +18.1% | +10.0% | +8.2% | +14.9% |
| YTD | +42.2% | +9.5% | +32.6% | +38.0% |
| 1Y | +41.3% | +17.2% | +24.2% | +34.4% |
| 3Y | +68.3% | +62.0% | +6.4% | +44.7% |
| 5Y | +122.0% | -2.1% | +124.1% | +117.4% |
| All | +122.0% | -1.2% | +123.2% | +117.4% |
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