+70.3%
CVX vs XYL
-0.6%
+71.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.5% |
| 7D | +1.6% | -6.0% | +7.6% | +2.1% |
| 30D | -0.6% | -8.3% | +7.7% | 0.0% |
| 3M | +11.0% | -22.6% | +33.6% | +13.6% |
| 6M | +18.4% | -15.0% | +33.5% | +19.6% |
| YTD | +45.9% | -30.2% | +76.1% | +52.1% |
| 1Y | +46.7% | -36.4% | +83.0% | +56.5% |
| All | +70.3% | -0.6% | +71.0% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling