+306.4%
CVX vs XYL
+389.1%
-82.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.6% | +1.9% |
| 7D | +1.6% | -6.0% | +7.6% | +4.1% |
| 30D | -0.6% | -8.3% | +7.7% | +1.9% |
| 3M | +11.0% | -22.6% | +33.6% | +21.8% |
| 6M | +18.4% | -15.0% | +33.5% | +24.0% |
| YTD | +45.9% | -30.2% | +76.1% | +64.4% |
| 1Y | +46.7% | -36.4% | +83.0% | +72.2% |
| 3Y | +71.6% | -0.9% | +72.5% | +59.7% |
| 5Y | +131.4% | -23.4% | +154.8% | +136.7% |
| 10Y | +209.3% | +100.9% | +108.4% | +94.0% |
| All | +306.4% | +389.1% | -82.7% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling