+3,548.3%
CRM vs XOP
+87.7%
+3,460.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | +2.6% | -7.1% | -5.4% |
| 30D | +28.1% | +9.6% | +18.5% | +23.8% |
| 3M | +48.8% | +20.4% | +28.5% | +38.3% |
| 6M | +28.3% | +19.9% | +8.4% | +18.7% |
| YTD | -6.0% | +56.4% | -62.4% | -21.7% |
| 1Y | +1.4% | +52.4% | -51.0% | -15.1% |
| 3Y | +11.8% | +39.9% | -28.0% | -5.3% |
| 5Y | -2.0% | +163.7% | -165.7% | -37.8% |
| 10Y | +239.6% | +56.8% | +182.8% | +121.1% |
| All | +3,548.3% | +87.7% | +3,460.5% | +1,558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling