+39.7%
XOP vs CAG
-35.9%
+75.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.7% |
| 7D | +0.5% | -1.8% | +2.2% | +0.5% |
| 30D | -7.3% | +9.7% | -16.9% | -7.7% |
| 3M | +1.4% | +0.5% | +0.9% | +1.4% |
| 6M | +7.8% | +8.9% | -1.2% | +7.1% |
| YTD | +44.5% | -8.4% | +52.9% | +45.4% |
| 1Y | +37.0% | -8.3% | +45.3% | +37.9% |
| All | +39.7% | -35.9% | +75.6% | +40.3% |
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 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