+75.8%
XOP vs CAPR
+142.6%
-66.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.3% |
| 7D | -14.7% | +41.1% | -55.8% | -15.2% |
| 30D | -7.7% | +11.1% | -18.8% | -7.9% |
| 3M | +4.4% | +115.3% | -110.9% | +2.8% |
| 6M | +3.5% | -73.8% | +77.4% | +4.5% |
| YTD | +39.4% | -68.8% | +108.2% | +40.0% |
| 1Y | +39.8% | +43.3% | -3.5% | +31.7% |
| 3Y | +29.7% | +214.7% | -185.0% | +1.7% |
| All | +75.8% | +142.6% | -66.8% | +26.9% |
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