+47.0%
CVX vs XYL
-30.7%
+77.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.0% | -8.7% | -3.1% |
| 7D | -5.3% | +14.5% | -19.9% | -4.0% |
| 30D | +5.1% | -1.3% | +6.4% | +5.7% |
| 3M | +14.9% | -17.0% | +31.9% | +12.1% |
| 6M | +14.9% | -11.3% | +26.2% | +14.0% |
| YTD | +46.3% | -25.0% | +71.3% | +44.5% |
| 1Y | +47.0% | -31.5% | +78.6% | +43.4% |
| All | +47.0% | -30.7% | +77.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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