+160.6%
XOP vs CAG
-41.8%
+202.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +1.0% | -6.6% | +7.6% | +1.7% |
| 30D | +10.8% | +2.3% | +8.5% | +10.6% |
| 3M | +19.5% | +16.3% | +3.1% | +17.1% |
| 6M | +21.6% | -16.0% | +37.6% | +24.1% |
| YTD | +55.8% | -7.7% | +63.5% | +57.0% |
| 1Y | +54.6% | -16.0% | +70.7% | +57.5% |
| 3Y | +36.6% | -37.7% | +74.3% | +42.3% |
| 5Y | +160.6% | -41.2% | +201.9% | +168.2% |
| All | +160.6% | -41.8% | +202.4% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling