+11.8%
CRM vs XOP
+36.3%
-24.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | +2.6% | -7.1% | -5.0% |
| 30D | +28.1% | +9.6% | +18.5% | +25.4% |
| 3M | +48.8% | +20.4% | +28.5% | +41.9% |
| 6M | +28.3% | +19.9% | +8.4% | +21.9% |
| YTD | -6.0% | +56.4% | -62.4% | -17.1% |
| 1Y | +1.4% | +52.4% | -51.0% | -10.2% |
| 3Y | +11.8% | +39.9% | -28.0% | -2.0% |
| All | +11.8% | +36.3% | -24.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling