+38.3%
CL vs XOP
+40.2%
-1.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.1% |
| 7D | -0.8% | +0.5% | -1.2% | -0.7% |
| 30D | +9.5% | -7.3% | +16.8% | +8.9% |
| 3M | +6.8% | +1.4% | +5.4% | +6.9% |
| 6M | +14.3% | +7.8% | +6.5% | +15.0% |
| YTD | +27.0% | +44.5% | -17.5% | +28.6% |
| 1Y | +26.3% | +37.0% | -10.8% | +27.6% |
| All | +38.3% | +40.2% | -1.9% | +38.9% |
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