+44.0%
XOP vs CF
+494.2%
-450.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.7% |
| 7D | -8.4% | +4.8% | -13.1% | -10.9% |
| 30D | -8.4% | +9.7% | -18.1% | -13.2% |
| 3M | +0.2% | +1.2% | -1.1% | -1.3% |
| 6M | +7.2% | +7.4% | -0.1% | +1.5% |
| YTD | +40.8% | +60.5% | -19.7% | +3.6% |
| 1Y | +36.3% | +50.7% | -14.5% | +3.7% |
| 3Y | +37.2% | +64.8% | -27.6% | -5.2% |
| 5Y | +86.6% | +115.8% | -29.2% | +1.0% |
| 10Y | +44.0% | +481.0% | -437.0% | -55.0% |
| All | +44.0% | +494.2% | -450.1% | -55.0% |
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