+372.8%
CL vs XOP
+82.9%
+289.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | -2.2% | +2.6% | -4.7% | -2.5% |
| 30D | -4.8% | +15.4% | -20.3% | -6.5% |
| 3M | +4.9% | +12.1% | -7.1% | +3.4% |
| 6M | -5.7% | +19.7% | -25.4% | -8.1% |
| YTD | +14.4% | +52.4% | -38.0% | +8.1% |
| 1Y | +8.7% | +47.6% | -38.8% | +3.0% |
| 3Y | +30.0% | +34.4% | -4.4% | +23.2% |
| 5Y | +28.4% | +154.4% | -126.0% | +8.8% |
| 10Y | +50.1% | +54.7% | -4.6% | +26.7% |
| All | +372.8% | +82.9% | +289.9% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling