+155.1%
XOP vs CFG
+101.4%
+53.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +2.6% | +1.5% | +1.0% | +1.9% |
| 30D | +15.4% | -3.8% | +19.3% | +17.1% |
| 3M | +12.1% | +11.5% | +0.6% | +6.5% |
| 6M | +19.7% | +19.2% | +0.5% | +9.6% |
| YTD | +52.4% | +23.7% | +28.7% | +36.7% |
| 1Y | +47.6% | +38.8% | +8.7% | +25.1% |
| 3Y | +34.4% | +178.9% | -144.5% | -18.5% |
| All | +155.1% | +101.4% | +53.7% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling