+1,024.7%
XLE vs CVX
+1,280.0%
-255.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.3% |
| 7D | +2.2% | +3.3% | -1.1% | -0.9% |
| 30D | +11.8% | +12.9% | -1.1% | -0.1% |
| 3M | +9.8% | +11.7% | -1.9% | -1.1% |
| 6M | +15.6% | +14.1% | +1.4% | +1.9% |
| YTD | +45.3% | +40.7% | +4.6% | +5.3% |
| 1Y | +48.3% | +37.5% | +10.8% | +9.7% |
| 3Y | +55.4% | +43.9% | +11.5% | +9.1% |
| 5Y | +216.1% | +161.5% | +54.6% | +28.3% |
| 10Y | +178.4% | +215.1% | -36.7% | -6.2% |
| All | +1,024.7% | +1,280.0% | -255.3% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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