+32.2%
CVS vs XOP
+158.8%
-126.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.2% | +2.6% | -4.8% | -2.5% |
| 30D | -0.1% | +9.6% | -9.7% | -1.5% |
| 3M | -5.2% | +20.4% | -25.6% | -8.0% |
| 6M | +26.9% | +19.9% | +7.0% | +22.7% |
| YTD | +22.1% | +56.4% | -34.3% | +12.7% |
| 1Y | +30.8% | +52.4% | -21.7% | +21.0% |
| 3Y | +54.4% | +39.9% | +14.5% | +43.5% |
| All | +32.2% | +158.8% | -126.6% | +10.5% |
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