+36.1%
XOP vs CG
+53.5%
-17.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -8.4% | +2.0% | -10.3% | -8.9% |
| 30D | -8.4% | +8.5% | -16.9% | -10.4% |
| 3M | +0.2% | -12.1% | +12.3% | +2.9% |
| 6M | +7.2% | -16.4% | +23.7% | +11.2% |
| YTD | +40.8% | -28.0% | +68.8% | +51.4% |
| 1Y | +36.3% | -18.9% | +55.2% | +39.7% |
| All | +36.1% | +53.5% | -17.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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