-10.7%
CMG vs XOP
+49.8%
-60.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.7% |
| 7D | -2.8% | +2.6% | -5.4% | -2.6% |
| 30D | +7.1% | +15.4% | -8.3% | +8.3% |
| 3M | +31.2% | +12.1% | +19.1% | +32.5% |
| 6M | +0.7% | +19.7% | -19.0% | 0.0% |
| YTD | -0.1% | +52.4% | -52.5% | -5.6% |
| 1Y | -10.7% | +47.6% | -58.3% | -15.4% |
| All | -10.7% | +49.8% | -60.5% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling