+192.9%
XOM vs CVX
+222.5%
-29.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | 0.0% |
| 7D | +4.1% | +2.6% | +1.5% | +1.9% |
| 30D | +4.6% | +9.8% | -5.3% | -3.0% |
| 3M | +14.0% | +16.2% | -2.2% | +0.9% |
| 6M | +11.0% | +13.6% | -2.7% | +0.2% |
| YTD | +40.7% | +44.4% | -3.7% | +4.9% |
| 1Y | +52.3% | +40.6% | +11.7% | +15.9% |
| 3Y | +60.5% | +48.2% | +12.3% | +15.9% |
| 5Y | +266.4% | +172.3% | +94.1% | +67.1% |
| All | +192.9% | +222.5% | -29.6% | +24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling