-5.0%
CMG vs XOP
+156.4%
-161.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | +1.6% | -5.5% | -4.1% |
| 30D | +12.9% | +9.6% | +3.3% | +11.1% |
| 3M | +18.8% | +16.9% | +1.8% | +15.4% |
| 6M | +4.1% | +24.0% | -20.0% | -0.8% |
| YTD | -2.4% | +56.2% | -58.6% | -11.4% |
| 1Y | -6.7% | +51.8% | -58.5% | -15.0% |
| 3Y | -7.1% | +37.0% | -44.1% | -15.2% |
| 5Y | -5.0% | +163.4% | -168.4% | -22.2% |
| All | -5.0% | +156.4% | -161.3% | -22.2% |
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