+42.6%
XOP vs CFG
+248.3%
-205.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.5% |
| 7D | -10.0% | +0.3% | -10.3% | -10.3% |
| 30D | -9.1% | +3.2% | -12.3% | -11.0% |
| 3M | +5.1% | -9.7% | +14.8% | +10.8% |
| 6M | +6.4% | +3.6% | +2.8% | +2.4% |
| YTD | +39.7% | +14.7% | +25.0% | +24.6% |
| 1Y | +37.2% | +29.6% | +7.7% | +13.4% |
| 3Y | +37.6% | +190.6% | -152.9% | -34.2% |
| 5Y | +76.5% | +67.1% | +9.4% | +12.8% |
| 10Y | +42.6% | +237.0% | -194.4% | -43.1% |
| All | +42.6% | +248.3% | -205.6% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling