+2,840.3%
CMG vs XOP
+86.0%
+2,754.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | +12.7% | +16.5% | -3.8% | +8.4% |
| 3M | +26.3% | +15.7% | +10.6% | +21.4% |
| 6M | +4.5% | +19.2% | -14.7% | -1.1% |
| YTD | -0.1% | +55.0% | -55.1% | -11.7% |
| 1Y | -6.8% | +54.2% | -61.0% | -17.7% |
| 3Y | -5.0% | +35.9% | -40.9% | -14.9% |
| 5Y | -3.0% | +162.4% | -165.4% | -29.3% |
| 10Y | +323.6% | +50.2% | +273.4% | +215.4% |
| All | +2,840.3% | +86.0% | +2,754.3% | +1,472.7% |
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