+52.4%
XOP vs CAG
-18.8%
+71.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.6% | -5.7% | +8.3% | +3.0% |
| 30D | +9.6% | -2.4% | +12.0% | +9.8% |
| 3M | +20.4% | +9.8% | +10.6% | +19.0% |
| 6M | +19.9% | -10.8% | +30.7% | +22.0% |
| YTD | +56.4% | -10.8% | +67.2% | +58.5% |
| 1Y | +52.4% | -19.0% | +71.4% | +57.3% |
| All | +52.4% | -18.8% | +71.2% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling