+46.9%
CVX vs XYL
-36.2%
+83.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.7% |
| 7D | +3.4% | -3.7% | +7.2% | +3.0% |
| 30D | -1.0% | -8.3% | +7.4% | -1.2% |
| 3M | +12.2% | -21.4% | +33.6% | +9.0% |
| 6M | +20.3% | -12.9% | +33.3% | +19.3% |
| YTD | +48.3% | -30.1% | +78.4% | +45.2% |
| 1Y | +46.9% | -35.2% | +82.1% | +45.0% |
| All | +46.9% | -36.2% | +83.1% | +45.0% |
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