+425.9%
CARR vs XOP
+620.2%
-194.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.1% |
| 7D | +0.6% | +1.0% | -0.3% | +0.4% |
| 30D | -8.7% | +10.8% | -19.5% | -11.2% |
| 3M | -18.4% | +19.5% | -37.8% | -22.6% |
| 6M | -0.6% | +21.6% | -22.2% | -7.3% |
| YTD | +10.9% | +55.8% | -44.9% | -4.2% |
| 1Y | -7.3% | +54.6% | -61.9% | -20.0% |
| 3Y | +2.9% | +36.6% | -33.7% | -9.2% |
| 5Y | +9.6% | +160.6% | -151.0% | -22.3% |
| All | +425.9% | +620.2% | -194.3% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling