+160.6%
XOP vs CG
+5.5%
+155.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.8% |
| 7D | +1.0% | -6.4% | +7.4% | +3.0% |
| 30D | +10.8% | -7.1% | +17.9% | +13.0% |
| 3M | +19.5% | -1.6% | +21.0% | +18.9% |
| 6M | +21.6% | -8.3% | +29.9% | +22.7% |
| YTD | +55.8% | -23.8% | +79.6% | +66.2% |
| 1Y | +54.6% | -28.7% | +83.4% | +68.2% |
| 3Y | +36.6% | +49.2% | -12.5% | +8.5% |
| 5Y | +160.6% | +5.5% | +155.1% | +122.9% |
| All | +160.6% | +5.5% | +155.1% | +122.9% |
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 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