+639.7%
CEG vs XOP
+96.4%
+543.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.7% |
| 7D | +6.7% | +0.6% | +6.1% | +6.4% |
| 30D | +11.0% | +16.5% | -5.6% | +4.0% |
| 3M | +19.5% | +15.7% | +3.8% | +11.8% |
| 6M | -5.9% | +19.2% | -25.1% | -14.2% |
| YTD | -15.0% | +55.0% | -69.9% | -32.1% |
| 1Y | +0.6% | +54.2% | -53.5% | -20.0% |
| 3Y | +180.6% | +35.9% | +144.7% | +132.9% |
| All | +639.7% | +96.4% | +543.3% | +455.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling