+155.1%
XOP vs CAPR
+84.7%
+70.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.6% |
| 3M | +12.1% | -66.4% | +78.4% | +12.8% |
| 6M | +19.7% | -63.1% | +82.8% | +20.1% |
| YTD | +52.4% | -67.4% | +119.8% | +53.1% |
| 1Y | +47.6% | +58.2% | -10.7% | +38.6% |
| 3Y | +34.4% | +42.2% | -7.8% | +14.7% |
| All | +155.1% | +84.7% | +70.4% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling