-10.0%
CRM vs XOP
+45.9%
-55.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +2.6% |
| 7D | -6.2% | -10.5% | +4.3% | -5.5% |
| 30D | -1.2% | -4.3% | +3.2% | -1.0% |
| 3M | +19.1% | +4.7% | +14.4% | +18.6% |
| 6M | +23.0% | -0.1% | +23.0% | +21.7% |
| YTD | -13.7% | +43.8% | -57.5% | -11.7% |
| 1Y | -10.0% | +45.3% | -55.3% | -8.4% |
| All | -10.0% | +45.9% | -55.8% | -8.4% |
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