+83.8%
XOP vs CG
-16.6%
+100.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | -8.4% | +2.0% | -10.3% | -9.1% |
| 30D | -8.4% | +8.5% | -16.9% | -11.0% |
| 3M | +0.2% | -12.1% | +12.3% | +3.3% |
| 6M | +7.2% | -16.4% | +23.7% | +11.5% |
| YTD | +40.8% | -28.0% | +68.8% | +51.9% |
| 1Y | +36.3% | -18.9% | +55.2% | +40.4% |
| 3Y | +37.2% | +51.2% | -14.1% | +8.2% |
| All | +83.8% | -16.6% | +100.4% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling