+39.7%
CVX vs XYZ
+6.9%
+32.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.7% | -5.2% | +5.8% | +0.2% |
| 30D | +9.1% | 0.0% | +9.1% | +9.2% |
| 3M | +13.1% | +18.7% | -5.6% | +14.5% |
| 6M | +16.3% | +20.5% | -4.3% | +18.0% |
| YTD | +43.5% | +21.5% | +22.0% | +44.1% |
| All | +39.7% | +6.9% | +32.8% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling