+7.9%
CCL vs XOP
+76.4%
-68.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -5.2% |
| 7D | -0.3% | +5.2% | -5.5% | -2.8% |
| 30D | +10.3% | -8.4% | +18.7% | +14.3% |
| 3M | +6.6% | +2.9% | +3.6% | +3.6% |
| 6M | +20.0% | +8.8% | +11.2% | +11.3% |
| YTD | -1.9% | +46.9% | -48.8% | -24.5% |
| 1Y | +10.4% | +41.5% | -31.0% | -13.6% |
| 3Y | +134.8% | +43.1% | +91.7% | +79.4% |
| 5Y | +34.0% | +92.2% | -58.2% | -15.0% |
| 10Y | -32.5% | +52.3% | -84.8% | -59.3% |
| All | +7.9% | +76.4% | -68.4% | -53.3% |
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 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