+77.6%
XOP vs CAG
+79.3%
-1.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | +6.3% | -3.3% | +9.7% | +7.5% |
| 30D | -6.6% | +7.7% | -14.3% | -9.4% |
| 3M | +3.6% | -3.2% | +6.7% | +3.9% |
| 6M | +10.8% | +7.0% | +3.8% | +6.6% |
| YTD | +48.3% | -9.0% | +57.2% | +49.8% |
| 1Y | +42.9% | -9.6% | +52.5% | +44.7% |
| 3Y | +43.3% | -36.0% | +79.3% | +59.8% |
| 5Y | +94.0% | -40.9% | +134.8% | +118.2% |
| 10Y | +53.7% | -37.3% | +91.0% | +55.2% |
| All | +77.6% | +79.3% | -1.7% | -16.9% |
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