+303.4%
CME vs XOP
+53.9%
+249.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +3.9% | +6.3% | -2.4% | +3.0% |
| 30D | +11.3% | -6.6% | +17.9% | +12.4% |
| 3M | +19.6% | +3.6% | +16.0% | +18.7% |
| 6M | +8.1% | +10.8% | -2.7% | +6.1% |
| YTD | +20.4% | +48.3% | -27.9% | +12.8% |
| 1Y | +16.5% | +42.9% | -26.4% | +9.7% |
| 3Y | +66.4% | +43.3% | +23.1% | +54.3% |
| 5Y | +74.5% | +94.0% | -19.5% | +49.0% |
| All | +303.4% | +53.9% | +249.5% | +189.0% |
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