+39.9%
XOP vs CG
+42.2%
-2.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +2.6% | -9.9% | +12.5% | +5.2% |
| 30D | +9.6% | -11.7% | +21.3% | +12.7% |
| 3M | +20.4% | -4.3% | +24.6% | +20.6% |
| 6M | +19.9% | -8.8% | +28.7% | +20.7% |
| YTD | +56.4% | -26.9% | +83.3% | +67.7% |
| 1Y | +52.4% | -35.4% | +87.9% | +70.3% |
| 3Y | +39.9% | +43.0% | -3.2% | +19.9% |
| All | +39.9% | +42.2% | -2.3% | +19.9% |
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