+77.2%
CME vs XOP
+156.8%
-79.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | +5.5% | +16.5% | -11.0% | +4.2% |
| 3M | +11.0% | +15.7% | -4.8% | +9.5% |
| 6M | -9.7% | +19.2% | -28.9% | -11.1% |
| YTD | +4.9% | +55.0% | -50.1% | +1.1% |
| 1Y | +10.1% | +54.2% | -44.1% | +6.1% |
| 3Y | +53.5% | +35.9% | +17.6% | +49.0% |
| 5Y | +77.2% | +162.4% | -85.3% | +51.3% |
| All | +77.2% | +156.8% | -79.6% | +51.3% |
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