R² is 0.81 — a reasonably reliable fit; the betas and the split below are worth reading at face value.
Note: the net move here (+35.5pp) is small relative to the systematic and idiosyncratic swings underneath it — they're largely offsetting each other, which is why the idiosyncratic share below exceeds 100% (it's dividing by a small net, not an error). Read the pp values themselves as the meaningful numbers here, not the ratio.
Of CVX's +35.5pp move over this window, +43.4pp (122% of the total magnitude) is idiosyncratic — not explained by riding market, sector, or rate moves. The rest (-7.9pp) came from systematic exposure: market -7.9pp, sector -0.0pp, rate -0.0pp.