+50.3%
XOP vs CAI
-11.0%
+61.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.6% | -5.1% | +6.7% | +1.4% |
| 30D | +9.6% | +3.9% | +5.7% | +9.8% |
| 3M | +16.9% | +40.1% | -23.2% | +18.8% |
| 6M | +24.0% | +29.7% | -5.6% | +26.0% |
| YTD | +56.2% | -10.9% | +67.1% | +58.1% |
| 1Y | +51.8% | -28.0% | +79.8% | +54.1% |
| All | +50.3% | -11.0% | +61.2% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling