+322.0%
CMG vs XOP
+58.6%
+263.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | +2.6% | -4.7% | -2.6% |
| 30D | +10.9% | +9.6% | +1.3% | +8.9% |
| 3M | +15.8% | +20.4% | -4.5% | +11.5% |
| 6M | +6.9% | +19.9% | -13.0% | +2.4% |
| YTD | -2.2% | +56.4% | -58.6% | -11.5% |
| 1Y | -7.1% | +52.4% | -59.5% | -15.7% |
| 3Y | -7.1% | +39.9% | -47.0% | -15.5% |
| 5Y | -4.8% | +163.7% | -168.5% | -25.8% |
| All | +322.0% | +58.6% | +263.4% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling