+47.6%
XOP vs CAPR
+48.7%
-1.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +2.6% | -2.0% | +4.5% | +2.6% |
| 30D | +15.4% | +139.2% | -123.7% | +14.6% |
| 3M | +12.1% | -66.4% | +78.4% | +12.4% |
| 6M | +19.7% | -63.1% | +82.8% | +19.9% |
| YTD | +52.4% | -67.4% | +119.8% | +52.8% |
| 1Y | +47.6% | +58.2% | -10.7% | +45.1% |
| All | +47.6% | +48.7% | -1.2% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling