+56.7%
CVS vs XOP
+35.0%
+21.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +0.4% | +16.5% | -16.1% | -1.8% |
| 3M | -0.4% | +15.7% | -16.1% | -2.7% |
| 6M | +25.1% | +19.2% | +5.9% | +21.0% |
| YTD | +23.9% | +55.0% | -31.1% | +14.0% |
| 1Y | +41.1% | +54.2% | -13.1% | +29.6% |
| All | +56.7% | +35.0% | +21.7% | +47.1% |
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