-70.5%
CBRS vs XOP
+7.9%
-78.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.4% | +0.3% | -6.0% |
| 7D | -18.4% | -10.5% | -7.9% | -18.3% |
| 30D | -49.4% | -4.3% | -45.1% | -48.9% |
| 3M | -59.6% | +4.7% | -64.2% | -59.7% |
| All | -70.5% | +7.9% | -78.4% | -69.5% |
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 · Available span rolling