+280.6%
CME vs XOP
+52.9%
+227.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.6% | +1.0% | -1.6% | -0.8% |
| 30D | +4.7% | +10.8% | -6.2% | +3.0% |
| 3M | +7.8% | +19.5% | -11.6% | +4.8% |
| 6M | -11.0% | +21.6% | -32.6% | -13.9% |
| YTD | +4.0% | +55.8% | -51.8% | -3.2% |
| 1Y | +9.1% | +54.6% | -45.5% | +1.5% |
| 3Y | +52.3% | +36.6% | +15.6% | +42.4% |
| 5Y | +76.1% | +160.6% | -84.6% | +42.1% |
| 10Y | +280.6% | +56.2% | +224.4% | +169.9% |
| All | +280.6% | +52.9% | +227.7% | +169.9% |
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