+47.1%
XOP vs CAPR
-99.1%
+146.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.8% | -0.3% |
| 7D | -14.7% | +41.1% | -55.8% | -15.4% |
| 30D | -7.7% | +11.1% | -18.8% | -8.0% |
| 3M | +4.4% | +115.3% | -110.9% | +2.1% |
| 6M | +3.5% | -73.8% | +77.4% | +4.7% |
| YTD | +39.4% | -68.8% | +108.2% | +40.1% |
| 1Y | +39.8% | +43.3% | -3.5% | +29.2% |
| 3Y | +29.7% | +214.7% | -185.0% | +13.6% |
| 5Y | +78.6% | +141.3% | -62.7% | +55.5% |
| 10Y | +51.8% | -67.0% | +118.9% | +24.7% |
| All | +47.1% | -99.1% | +146.2% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling