-43.4%
CCL vs XOP
+58.4%
-101.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -4.3% | +1.6% | -5.9% | -5.3% |
| 30D | -19.0% | +9.6% | -28.6% | -23.5% |
| 3M | -13.1% | +16.9% | -30.0% | -22.4% |
| 6M | -13.3% | +24.0% | -37.3% | -28.1% |
| YTD | -25.2% | +56.2% | -81.4% | -47.3% |
| 1Y | -27.2% | +51.8% | -79.0% | -48.1% |
| 3Y | +49.2% | +37.0% | +12.3% | +10.3% |
| 5Y | +0.4% | +163.4% | -163.0% | -55.9% |
| All | -43.4% | +58.4% | -101.8% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling