+51.7%
XOP vs CF
+575.3%
-523.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.9% |
| 7D | +2.6% | +6.0% | -3.4% | -0.8% |
| 30D | +15.4% | +14.8% | +0.6% | +6.5% |
| 3M | +12.1% | +14.1% | -2.0% | +3.5% |
| 6M | +19.7% | +28.5% | -8.8% | +1.0% |
| YTD | +52.4% | +74.9% | -22.5% | +7.7% |
| 1Y | +47.6% | +61.7% | -14.1% | +8.3% |
| 3Y | +34.4% | +80.3% | -46.0% | -11.4% |
| 5Y | +154.4% | +226.0% | -71.6% | +8.0% |
| All | +51.7% | +575.3% | -523.6% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling