+35.2%
XOP vs CF
+77.0%
-41.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.5% |
| 7D | +2.6% | +6.0% | -3.4% | +0.1% |
| 30D | +15.4% | +14.8% | +0.6% | +8.9% |
| 3M | +12.1% | +14.1% | -2.0% | +5.8% |
| 6M | +19.7% | +28.5% | -8.8% | +6.4% |
| YTD | +52.4% | +74.9% | -22.5% | +19.6% |
| 1Y | +47.6% | +61.7% | -14.1% | +18.9% |
| All | +35.2% | +77.0% | -41.8% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling