+40.2%
CVX vs XYL
-21.7%
+61.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.7% |
| 7D | +0.7% | -1.2% | +1.9% | +0.5% |
| 30D | +9.1% | -13.2% | +22.3% | +6.6% |
| 3M | +13.1% | -0.2% | +13.2% | +13.2% |
| 6M | +16.3% | -12.5% | +28.8% | +15.1% |
| YTD | +43.5% | -20.9% | +64.4% | +41.9% |
| 1Y | +40.2% | -21.6% | +61.7% | +41.4% |
| All | +40.2% | -21.7% | +61.8% | +41.4% |
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