+417.2%
CL vs XOP
+67.4%
+349.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.3% | -14.7% | +16.1% | +3.1% |
| 30D | +11.4% | -7.7% | +19.0% | +12.2% |
| 3M | +4.4% | +4.4% | 0.0% | +3.7% |
| 6M | +10.8% | +3.5% | +7.2% | +9.9% |
| YTD | +25.1% | +39.4% | -14.3% | +19.3% |
| 1Y | +28.0% | +39.8% | -11.8% | +21.9% |
| 3Y | +37.6% | +29.7% | +8.0% | +30.8% |
| 5Y | +39.7% | +78.6% | -38.9% | +24.3% |
| 10Y | +75.8% | +51.8% | +24.0% | +48.0% |
| All | +417.2% | +67.4% | +349.9% | +271.2% |
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 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