-65.0%
CBRS vs XOP
+11.2%
-76.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.9% | +10.3% | +11.1% |
| 7D | +21.2% | +6.3% | +14.9% | +20.3% |
| 30D | -23.2% | -6.6% | -16.6% | -23.2% |
| 3M | -52.9% | +3.6% | -56.5% | -53.1% |
| All | -65.0% | +11.2% | -76.2% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling