+30.9%
CL vs XOP
+33.7%
-2.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.5% |
| 7D | -2.2% | +2.6% | -4.7% | -2.0% |
| 30D | -4.8% | +15.4% | -20.3% | -3.9% |
| 3M | +4.9% | +12.1% | -7.1% | +5.8% |
| 6M | -5.7% | +19.7% | -25.4% | -4.7% |
| YTD | +14.4% | +52.4% | -38.0% | +16.1% |
| 1Y | +8.7% | +47.6% | -38.8% | +10.3% |
| All | +30.9% | +33.7% | -2.8% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling