+255.6%
XOM vs CVX
+167.4%
+88.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +1.9% | +0.7% | +1.2% | +1.3% |
| 30D | +4.1% | +9.1% | -5.1% | -3.7% |
| 3M | +10.4% | +13.1% | -2.7% | -1.2% |
| 6M | +13.0% | +16.3% | -3.2% | -1.2% |
| YTD | +40.1% | +43.5% | -3.4% | +1.6% |
| 1Y | +51.1% | +40.2% | +11.0% | +11.8% |
| 3Y | +57.7% | +44.2% | +13.5% | +12.3% |
| All | +255.6% | +167.4% | +88.1% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling