-51.8%
CDE vs XOP
+86.0%
-137.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.8% |
| 7D | +2.3% | +0.6% | +1.7% | +1.9% |
| 30D | +18.8% | +16.5% | +2.3% | +8.0% |
| 3M | +23.5% | +15.7% | +7.8% | +11.2% |
| 6M | -8.6% | +19.2% | -27.8% | -21.6% |
| YTD | +16.0% | +55.0% | -39.0% | -15.7% |
| 1Y | +42.1% | +54.2% | -12.1% | +2.9% |
| 3Y | +835.9% | +35.9% | +800.0% | +626.8% |
| 5Y | +197.6% | +162.4% | +35.2% | +48.9% |
| 10Y | +39.6% | +50.2% | -10.6% | -23.9% |
| All | -51.8% | +86.0% | -137.8% | -83.8% |
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