+587.8%
CME vs XOP
+73.5%
+514.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.4% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +13.9% | -7.3% | +21.2% | +16.2% |
| 3M | +22.4% | +1.4% | +21.0% | +21.5% |
| 6M | +12.9% | +7.8% | +5.1% | +9.8% |
| YTD | +19.6% | +44.5% | -24.9% | +6.3% |
| 1Y | +17.7% | +37.0% | -19.4% | +6.0% |
| 3Y | +65.3% | +40.8% | +24.5% | +43.2% |
| 5Y | +75.1% | +88.7% | -13.5% | +31.3% |
| 10Y | +305.8% | +49.9% | +255.9% | +178.6% |
| All | +587.8% | +73.5% | +514.3% | +234.5% |
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