+27.2%
CB vs XOP
+36.1%
-8.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.5% | -10.0% | +8.5% | -1.7% |
| 30D | +6.5% | -9.1% | +15.6% | +6.3% |
| 3M | +4.1% | +5.1% | -1.0% | +4.0% |
| 6M | +14.4% | +6.4% | +8.0% | +14.2% |
| YTD | +17.5% | +39.7% | -22.2% | +15.6% |
| All | +27.2% | +36.1% | -8.9% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling