+80.4%
CLF vs XOP
+52.4%
+28.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.6% |
| 7D | +16.0% | +5.2% | +10.8% | +12.2% |
| 30D | +1.6% | -8.4% | +10.0% | +7.8% |
| 3M | +6.7% | +2.9% | +3.7% | +4.4% |
| 6M | +21.1% | +8.8% | +12.3% | +11.9% |
| YTD | -1.6% | +46.9% | -48.5% | -27.6% |
| 1Y | +18.5% | +41.5% | -23.0% | -10.8% |
| 3Y | -21.0% | +43.1% | -64.1% | -40.6% |
| 5Y | -41.4% | +92.2% | -133.6% | -65.5% |
| All | +80.4% | +52.4% | +28.0% | +11.4% |
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