+281.7%
CVX vs XYZ
+655.2%
-373.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.3% |
| 7D | +3.4% | -1.1% | +4.5% | +3.5% |
| 30D | -1.0% | +11.5% | -12.5% | -2.5% |
| 3M | +12.2% | +1.8% | +10.4% | +11.4% |
| 6M | +20.3% | +21.2% | -0.9% | +16.4% |
| YTD | +48.3% | +29.9% | +18.4% | +41.0% |
| 1Y | +46.9% | +35.8% | +11.1% | +38.7% |
| 3Y | +73.1% | +62.6% | +10.5% | +53.3% |
| 5Y | +135.2% | -62.8% | +198.0% | +143.9% |
| 10Y | +214.4% | +612.0% | -397.6% | +102.6% |
| All | +281.7% | +655.2% | -373.5% | +137.9% |
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