+67.0%
XOP vs CF
+6,206.9%
-6,140.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -14.7% | -3.2% | -11.5% | -13.5% |
| 30D | -7.7% | +4.3% | -12.0% | -9.8% |
| 3M | +4.4% | +2.8% | +1.6% | +2.4% |
| 6M | +3.5% | +0.6% | +2.9% | +2.0% |
| YTD | +39.4% | +56.6% | -17.2% | +8.7% |
| 1Y | +39.8% | +49.6% | -9.8% | +11.3% |
| 3Y | +29.7% | +61.5% | -31.8% | -3.7% |
| 5Y | +78.6% | +124.0% | -45.4% | +8.0% |
| 10Y | +51.8% | +573.2% | -521.3% | -46.7% |
| All | +67.0% | +6,206.9% | -6,140.0% | -73.6% |
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