+39.7%
XOP vs CAG
-39.3%
+79.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | +1.6% | -5.9% | +7.5% | +2.0% |
| 30D | +9.6% | -1.5% | +11.1% | +9.7% |
| 3M | +16.9% | +11.5% | +5.5% | +15.7% |
| 6M | +24.0% | -15.7% | +39.7% | +25.8% |
| YTD | +56.2% | -10.2% | +66.4% | +57.5% |
| 1Y | +51.8% | -18.1% | +69.9% | +54.0% |
| All | +39.7% | -39.3% | +79.0% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling