-7.0%
CEG vs XOP
+22.8%
-29.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +4.8% |
| 7D | +8.0% | +2.6% | +5.5% | +8.4% |
| 30D | +12.9% | +15.4% | -2.5% | +15.2% |
| 3M | +13.2% | +12.1% | +1.1% | +14.8% |
| 6M | -7.0% | +19.7% | -26.7% | -7.1% |
| All | -7.0% | +22.8% | -29.8% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling