+1.5%
CARR vs XOP
+36.3%
-34.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | +2.6% | -6.4% | -4.4% |
| 30D | -8.9% | +9.6% | -18.5% | -10.9% |
| 3M | -17.3% | +20.4% | -37.7% | -21.2% |
| 6M | -1.4% | +19.9% | -21.3% | -7.8% |
| YTD | +10.0% | +56.4% | -46.4% | -8.1% |
| 1Y | -6.4% | +52.4% | -58.8% | -21.3% |
| 3Y | +1.5% | +39.9% | -38.3% | -15.3% |
| All | +1.5% | +36.3% | -34.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3y: compounded portfolio wealth divided by compounded XOP 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…
3y analysis · Full analysis span regression · 6 months rolling