+107.7%
COST vs XOP
+158.8%
-51.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | +2.6% | -3.8% | -1.5% |
| 30D | -4.7% | +9.6% | -14.3% | -5.8% |
| 3M | -7.1% | +20.4% | -27.5% | -9.3% |
| 6M | -8.5% | +19.9% | -28.4% | -10.8% |
| YTD | +5.4% | +56.4% | -51.0% | -0.8% |
| 1Y | -5.6% | +52.4% | -58.1% | -11.0% |
| 3Y | +68.5% | +39.9% | +28.6% | +58.6% |
| All | +107.7% | +158.8% | -51.1% | +83.8% |
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