+291.9%
CVX vs XYL
+449.8%
-157.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.4% |
| 7D | +3.3% | -5.0% | +8.4% | +5.5% |
| 30D | +12.9% | -13.2% | +26.1% | +19.6% |
| 3M | +11.7% | -3.7% | +15.4% | +12.5% |
| 6M | +14.1% | -17.7% | +31.8% | +22.2% |
| YTD | +40.7% | -21.5% | +62.2% | +52.9% |
| 1Y | +37.5% | -24.5% | +62.0% | +51.7% |
| 3Y | +43.9% | +6.9% | +37.0% | +31.3% |
| 5Y | +161.5% | -18.1% | +179.5% | +164.4% |
| 10Y | +215.1% | +134.7% | +80.4% | +87.5% |
| All | +291.9% | +449.8% | -157.9% | +74.0% |
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 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