+45.3%
XOP vs CAPR
+47.4%
-2.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.3% | -14.6% | -6.4% |
| 7D | -10.5% | +43.2% | -53.7% | -10.7% |
| 30D | -4.3% | +14.7% | -19.0% | -4.4% |
| 3M | +4.7% | +113.9% | -109.2% | +4.0% |
| 6M | -0.1% | -73.4% | +73.3% | +0.3% |
| YTD | +43.8% | -69.1% | +112.9% | +44.2% |
| 1Y | +45.3% | +47.2% | -1.9% | +42.2% |
| All | +45.3% | +47.4% | -2.2% | +42.2% |
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