+264.2%
CVX vs XYZ
+615.2%
-351.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.0% |
| 7D | -0.6% | +2.9% | -3.4% | -1.0% |
| 30D | +13.4% | +1.4% | +12.0% | +13.1% |
| 3M | +11.8% | +14.6% | -2.7% | +9.5% |
| 6M | +12.4% | +20.8% | -8.3% | +8.8% |
| YTD | +41.5% | +23.1% | +18.4% | +35.9% |
| 1Y | +41.6% | +5.6% | +36.0% | +38.3% |
| 3Y | +42.2% | +50.9% | -8.7% | +27.2% |
| 5Y | +166.0% | -68.6% | +234.5% | +183.4% |
| 10Y | +207.2% | +580.0% | -372.8% | +99.8% |
| All | +264.2% | +615.2% | -351.0% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling