+25.3%
CRM vs XOP
+22.9%
+2.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -8.1% | +1.6% | -9.7% | -8.3% |
| 30D | +23.1% | +9.6% | +13.5% | +21.7% |
| 3M | +42.5% | +16.9% | +25.6% | +38.5% |
| 6M | +25.3% | +24.0% | +1.3% | +23.4% |
| All | +25.3% | +22.9% | +2.4% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling