+9.8%
XOP vs CG
+282.0%
-272.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +6.3% | +0.2% | +6.2% | +6.0% |
| 30D | -6.6% | +11.2% | -17.8% | -11.4% |
| 3M | +3.6% | -22.1% | +25.6% | +13.7% |
| 6M | +10.8% | -17.9% | +28.7% | +17.3% |
| YTD | +48.3% | -31.3% | +79.6% | +66.4% |
| 1Y | +42.9% | -24.0% | +66.9% | +52.7% |
| 3Y | +43.3% | +45.0% | -1.7% | +6.5% |
| 5Y | +94.0% | -22.6% | +116.6% | +85.2% |
| 10Y | +53.7% | +282.1% | -228.4% | -33.3% |
| All | +9.8% | +282.0% | -272.2% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling