+42.9%
XOP vs CAG
-9.3%
+52.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.9% |
| 7D | +6.3% | -3.3% | +9.7% | +6.3% |
| 30D | -6.6% | +7.7% | -14.3% | -6.9% |
| 3M | +3.6% | -3.2% | +6.7% | +3.8% |
| 6M | +10.8% | +7.0% | +3.8% | +10.2% |
| YTD | +48.3% | -9.0% | +57.2% | +49.3% |
| 1Y | +42.9% | -9.6% | +52.5% | +44.7% |
| All | +42.9% | -9.3% | +52.2% | +44.7% |
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