+172.2%
CVX vs XYL
-15.4%
+187.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +1.0% | +0.8% | +0.1% | +0.8% |
| 30D | +10.7% | -10.8% | +21.5% | +12.7% |
| 3M | +15.5% | -2.5% | +18.0% | +15.5% |
| 6M | +14.9% | -12.2% | +27.1% | +17.0% |
| YTD | +44.2% | -20.1% | +64.3% | +49.5% |
| 1Y | +43.5% | -20.6% | +64.2% | +48.8% |
| 3Y | +45.0% | +17.3% | +27.6% | +35.3% |
| 5Y | +172.2% | -14.5% | +186.7% | +170.0% |
| All | +172.2% | -15.4% | +187.6% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling