+67.3%
XOP vs CF
+6,163.6%
-6,096.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.2% | -9.1% | -5.9% |
| 7D | -12.7% | +0.4% | -13.1% | -13.0% |
| 30D | -7.6% | +2.2% | -9.8% | -8.8% |
| 3M | +5.8% | +2.1% | +3.7% | +4.1% |
| 6M | -2.7% | -6.5% | +3.8% | -0.6% |
| YTD | +39.7% | +55.6% | -15.9% | +9.3% |
| 1Y | +42.4% | +42.3% | +0.1% | +16.2% |
| 3Y | +26.4% | +55.7% | -29.3% | -4.4% |
| 5Y | +78.9% | +122.4% | -43.5% | +8.6% |
| 10Y | +52.1% | +568.5% | -516.4% | -46.4% |
| All | +67.3% | +6,163.6% | -6,096.3% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling