+88.7%
XOP vs CF
+115.5%
-26.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | +0.5% | +10.4% | -9.9% | -4.2% |
| 30D | -7.3% | +7.6% | -14.8% | -10.5% |
| 3M | +1.4% | +5.2% | -3.8% | -1.4% |
| 6M | +7.8% | -0.1% | +7.8% | +6.8% |
| YTD | +44.5% | +61.7% | -17.2% | +12.5% |
| 1Y | +37.0% | +50.3% | -13.3% | +10.3% |
| 3Y | +40.8% | +66.0% | -25.2% | +4.4% |
| 5Y | +88.7% | +114.5% | -25.9% | +13.7% |
| All | +88.7% | +115.5% | -26.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling