+4,391.7%
XOM vs CVX
+4,930.4%
-538.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +0.8% |
| 7D | 0.0% | +1.0% | -0.9% | -0.7% |
| 30D | +3.4% | +10.7% | -7.2% | -4.2% |
| 3M | +11.0% | +15.5% | -4.5% | -0.5% |
| 6M | +10.6% | +14.9% | -4.3% | -0.3% |
| YTD | +39.2% | +44.2% | -5.0% | +5.7% |
| 1Y | +52.7% | +43.5% | +9.2% | +16.3% |
| 3Y | +56.8% | +45.0% | +11.8% | +17.6% |
| 5Y | +261.8% | +172.2% | +89.6% | +71.5% |
| 10Y | +191.3% | +221.9% | -30.6% | +17.4% |
| All | +4,391.7% | +4,930.4% | -538.7% | +197.2% |
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