+1,019.2%
XLE vs CVX
+1,311.0%
-291.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.0% |
| 7D | -0.2% | -1.7% | +1.5% | +1.4% |
| 30D | -4.0% | -0.8% | -3.2% | -3.2% |
| 3M | +4.6% | +9.4% | -4.8% | -3.7% |
| 6M | +12.3% | +17.5% | -5.2% | -3.5% |
| YTD | +44.5% | +43.8% | +0.7% | +2.7% |
| 1Y | +42.4% | +41.9% | +0.5% | +2.5% |
| 3Y | +67.0% | +69.1% | -2.1% | +1.3% |
| 5Y | +161.9% | +128.3% | +33.6% | +20.4% |
| 10Y | +173.9% | +204.9% | -31.1% | -4.7% |
| All | +1,019.2% | +1,311.0% | -291.8% | +7.8% |
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