+39.7%
XOP vs CAH
+178.5%
-138.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | +1.6% | -5.1% | +6.7% | +1.8% |
| 30D | +9.6% | -1.8% | +11.4% | +9.6% |
| 3M | +16.9% | +9.4% | +7.6% | +16.4% |
| 6M | +24.0% | +9.2% | +14.8% | +23.4% |
| YTD | +56.2% | +15.7% | +40.5% | +54.4% |
| 1Y | +51.8% | +59.7% | -8.0% | +44.0% |
| All | +39.7% | +178.5% | -138.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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