-47.8%
CLF vs XOP
+156.6%
-204.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.3% |
| 7D | +7.6% | +2.6% | +5.0% | +5.9% |
| 30D | -1.2% | +15.4% | -16.6% | -9.9% |
| 3M | -13.4% | +12.1% | -25.4% | -20.4% |
| 6M | +15.4% | +19.7% | -4.3% | -1.6% |
| YTD | -5.9% | +52.4% | -58.3% | -32.4% |
| 1Y | +18.8% | +47.6% | -28.7% | -13.3% |
| 3Y | -19.4% | +34.4% | -53.8% | -37.5% |
| All | -47.8% | +156.6% | -204.4% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling