+7.1%
CRM vs XOP
+49.8%
-42.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.9% |
| 7D | +1.3% | +2.6% | -1.3% | +1.1% |
| 30D | +34.3% | +15.4% | +18.9% | +33.7% |
| 3M | +37.7% | +12.1% | +25.6% | +36.5% |
| 6M | +34.9% | +19.7% | +15.3% | +34.5% |
| YTD | -1.6% | +52.4% | -54.0% | +1.0% |
| 1Y | +7.1% | +47.6% | -40.4% | +10.1% |
| All | +7.1% | +49.8% | -42.7% | +10.1% |
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