+53.5%
CME vs XOP
+36.7%
+16.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | +5.5% | +16.5% | -11.0% | +5.2% |
| 3M | +11.0% | +15.7% | -4.8% | +10.6% |
| 6M | -9.7% | +19.2% | -28.9% | -9.9% |
| YTD | +4.9% | +55.0% | -50.1% | +5.3% |
| 1Y | +10.1% | +54.2% | -44.1% | +10.5% |
| 3Y | +53.5% | +35.9% | +17.6% | +54.8% |
| All | +53.5% | +36.7% | +16.8% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling