+45.3%
XOP vs CFG
+34.2%
+11.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -6.2% |
| 7D | -10.5% | +1.8% | -12.3% | -10.3% |
| 30D | -4.3% | +3.3% | -7.6% | -4.1% |
| 3M | +4.7% | -9.8% | +14.5% | +4.0% |
| 6M | -0.1% | +5.2% | -5.3% | +0.2% |
| YTD | +43.8% | +16.1% | +27.7% | +41.6% |
| 1Y | +45.3% | +33.7% | +11.6% | +37.3% |
| All | +45.3% | +34.2% | +11.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling