+35.2%
XOP vs CFG
+189.1%
-153.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +2.6% | +1.5% | +1.0% | +2.0% |
| 30D | +15.4% | -3.8% | +19.3% | +16.9% |
| 3M | +12.1% | +11.5% | +0.6% | +7.2% |
| 6M | +19.7% | +19.2% | +0.5% | +10.8% |
| YTD | +52.4% | +23.7% | +28.7% | +38.2% |
| 1Y | +47.6% | +38.8% | +8.7% | +26.8% |
| All | +35.2% | +189.1% | -153.9% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling