+12.8%
XOP vs CG
+351.2%
-338.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | +2.6% | -4.3% | +6.9% | +4.4% |
| 30D | +15.4% | -5.1% | +20.5% | +17.6% |
| 3M | +12.1% | +8.7% | +3.4% | +6.6% |
| 6M | +19.7% | -9.2% | +28.9% | +21.6% |
| YTD | +52.4% | -18.9% | +71.3% | +61.0% |
| 1Y | +47.6% | -25.6% | +73.2% | +61.0% |
| 3Y | +34.4% | +57.3% | -22.9% | -2.5% |
| 5Y | +154.4% | +10.2% | +144.2% | +106.8% |
| 10Y | +54.7% | +364.2% | -309.5% | -37.7% |
| All | +12.8% | +351.2% | -338.3% | -55.2% |
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