+42.6%
XOP vs CAI
-14.7%
+57.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.8% | +0.8% |
| 7D | +6.3% | -8.7% | +15.0% | +6.1% |
| 30D | -6.6% | -23.8% | +17.3% | -7.0% |
| 3M | +3.6% | +3.9% | -0.3% | +4.4% |
| 6M | +10.8% | +56.8% | -46.1% | +13.9% |
| YTD | +48.3% | -14.6% | +62.9% | +50.8% |
| 1Y | +42.9% | -5.2% | +48.1% | +45.1% |
| All | +42.6% | -14.7% | +57.3% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling