+116.3%
CLF vs XOP
+52.0%
+64.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.8% |
| 7D | +6.5% | +0.6% | +5.9% | +6.0% |
| 30D | +0.2% | +16.5% | -16.3% | -9.7% |
| 3M | -3.1% | +15.7% | -18.8% | -13.4% |
| 6M | +25.0% | +19.2% | +5.8% | +6.5% |
| YTD | -7.5% | +55.0% | -62.4% | -34.3% |
| 1Y | +11.5% | +54.2% | -42.7% | -20.9% |
| 3Y | -13.7% | +35.9% | -49.6% | -33.1% |
| 5Y | -47.0% | +162.4% | -209.4% | -74.9% |
| 10Y | +116.3% | +50.2% | +66.2% | +30.6% |
| All | +116.3% | +52.0% | +64.3% | +30.6% |
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