+85.6%
XOP vs CAH
+730.3%
-644.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +3.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +16.5% | +1.7% | +14.8% | +15.2% |
| 3M | +15.7% | +17.9% | -2.1% | +5.0% |
| 6M | +19.2% | +10.9% | +8.3% | +11.0% |
| YTD | +55.0% | +17.9% | +37.1% | +38.0% |
| 1Y | +54.2% | +61.7% | -7.5% | +13.1% |
| 3Y | +35.9% | +183.7% | -147.9% | -30.9% |
| 5Y | +162.4% | +401.3% | -238.9% | -7.7% |
| 10Y | +50.2% | +293.7% | -243.5% | -44.3% |
| All | +85.6% | +730.3% | -644.7% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling