+75.9%
XOP vs CAG
+77.1%
-1.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.3% |
| 7D | +5.2% | -6.2% | +11.4% | +7.3% |
| 30D | -8.4% | +7.4% | -15.8% | -11.1% |
| 3M | +2.9% | -1.6% | +4.6% | +2.7% |
| 6M | +8.8% | +6.3% | +2.5% | +4.9% |
| YTD | +46.9% | -10.1% | +57.0% | +49.0% |
| 1Y | +41.5% | -10.2% | +51.7% | +43.5% |
| 3Y | +43.1% | -37.3% | +80.4% | +60.8% |
| 5Y | +92.2% | -41.6% | +133.8% | +117.1% |
| 10Y | +52.3% | -38.1% | +90.4% | +54.4% |
| All | +75.9% | +77.1% | -1.2% | -17.4% |
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