+217.2%
CVX vs XYZ
+609.1%
-391.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.7% | -5.2% | +5.8% | +1.3% |
| 30D | +9.1% | 0.0% | +9.1% | +9.0% |
| 3M | +13.1% | +18.7% | -5.6% | +10.1% |
| 6M | +16.3% | +20.5% | -4.3% | +12.4% |
| YTD | +43.5% | +21.5% | +22.0% | +37.8% |
| 1Y | +40.2% | +7.2% | +32.9% | +36.4% |
| 3Y | +44.2% | +49.0% | -4.7% | +28.5% |
| 5Y | +170.6% | -68.1% | +238.7% | +190.0% |
| All | +217.2% | +609.1% | -391.9% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling