+82.5%
XOP vs CAG
+86.3%
-3.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +2.6% | -3.8% | +6.4% | +3.9% |
| 30D | +15.4% | +3.1% | +12.3% | +14.1% |
| 3M | +12.1% | +23.5% | -11.4% | +3.4% |
| 6M | +19.7% | -14.8% | +34.5% | +25.1% |
| YTD | +52.4% | -5.4% | +57.8% | +53.1% |
| 1Y | +47.6% | -11.8% | +59.4% | +51.4% |
| 3Y | +34.4% | -36.7% | +71.0% | +51.7% |
| 5Y | +154.4% | -40.3% | +194.7% | +187.8% |
| 10Y | +54.7% | -37.0% | +91.7% | +57.0% |
| All | +82.5% | +86.3% | -3.8% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling