+170.6%
CVX vs XYZ
-68.7%
+239.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.7% | -5.2% | +5.8% | +1.0% |
| 30D | +9.1% | 0.0% | +9.1% | +9.0% |
| 3M | +13.1% | +18.7% | -5.6% | +11.4% |
| 6M | +16.3% | +20.5% | -4.3% | +14.1% |
| YTD | +43.5% | +21.5% | +22.0% | +40.2% |
| 1Y | +40.2% | +7.2% | +32.9% | +38.1% |
| 3Y | +44.2% | +49.0% | -4.7% | +34.5% |
| 5Y | +170.6% | -68.1% | +238.7% | +170.5% |
| All | +170.6% | -68.7% | +239.4% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling