+80.1%
CLF vs XOP
+47.9%
+32.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.8% | +6.8% |
| 7D | -14.1% | -10.0% | -4.1% | -7.5% |
| 30D | -5.5% | -9.1% | +3.5% | +0.6% |
| 3M | 0.0% | +5.1% | -5.1% | -3.6% |
| 6M | +11.3% | +6.4% | +4.9% | +4.3% |
| YTD | -7.7% | +39.7% | -47.4% | -29.8% |
| 1Y | +17.5% | +37.2% | -19.7% | -9.9% |
| 3Y | -25.4% | +37.6% | -63.1% | -42.4% |
| 5Y | -46.0% | +76.5% | -122.5% | -66.3% |
| 10Y | +80.1% | +42.6% | +37.4% | +16.0% |
| All | +80.1% | +47.9% | +32.2% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling