-1.8%
CEG vs XOP
+54.2%
-55.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +1.3% | +1.0% | +0.4% | +1.4% |
| 30D | +8.8% | +10.8% | -2.0% | +9.7% |
| 3M | +17.0% | +19.5% | -2.5% | +18.7% |
| 6M | -8.7% | +21.6% | -30.3% | -7.3% |
| YTD | -16.4% | +55.8% | -72.3% | -15.0% |
| 1Y | -1.8% | +54.6% | -56.4% | -0.2% |
| All | -1.8% | +54.2% | -55.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling