-14.0%
CCL vs XOP
+82.9%
-96.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.5% |
| 7D | -5.0% | +2.6% | -7.6% | -6.3% |
| 30D | -20.3% | +15.4% | -35.8% | -26.2% |
| 3M | -15.1% | +12.1% | -27.2% | -21.1% |
| 6M | -15.1% | +19.7% | -34.8% | -25.8% |
| YTD | -21.8% | +52.4% | -74.2% | -40.2% |
| 1Y | -24.8% | +47.6% | -72.3% | -41.8% |
| 3Y | +51.9% | +34.4% | +17.5% | +21.0% |
| 5Y | +4.0% | +154.4% | -150.3% | -42.5% |
| 10Y | -42.2% | +54.7% | -96.9% | -65.3% |
| All | -14.0% | +82.9% | -96.9% | -63.0% |
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