-0.8%
CRM vs XOP
+158.8%
-159.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | +2.6% | -7.1% | -5.2% |
| 30D | +28.1% | +9.6% | +18.5% | +24.7% |
| 3M | +48.8% | +20.4% | +28.5% | +40.5% |
| 6M | +28.3% | +19.9% | +8.4% | +20.6% |
| YTD | -6.0% | +56.4% | -62.4% | -18.9% |
| 1Y | +1.4% | +52.4% | -51.0% | -12.1% |
| 3Y | +11.8% | +39.9% | -28.0% | -2.4% |
| All | -0.8% | +158.8% | -159.7% | -27.2% |
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