+563.1%
CME vs XOP
+67.7%
+495.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -0.6% | -10.0% | +9.5% | +2.4% |
| 30D | +8.5% | -9.1% | +17.6% | +11.3% |
| 3M | +16.0% | +5.1% | +11.0% | +13.9% |
| 6M | +9.3% | +6.4% | +3.0% | +6.7% |
| YTD | +15.3% | +39.7% | -24.4% | +3.4% |
| 1Y | +14.4% | +37.2% | -22.8% | +3.0% |
| 3Y | +59.9% | +37.6% | +22.3% | +39.3% |
| 5Y | +69.4% | +76.5% | -7.1% | +29.6% |
| 10Y | +299.5% | +42.6% | +256.9% | +178.7% |
| All | +563.1% | +67.7% | +495.4% | +225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling