+56.2%
XOP vs CHRW
+170.5%
-114.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +1.0% | +4.1% | -3.1% | -0.5% |
| 30D | +10.8% | +1.9% | +9.0% | +9.9% |
| 3M | +19.5% | -21.2% | +40.6% | +28.3% |
| 6M | +21.6% | -16.7% | +38.3% | +26.5% |
| YTD | +55.8% | -5.4% | +61.2% | +52.3% |
| 1Y | +54.6% | +21.2% | +33.5% | +34.1% |
| 3Y | +36.6% | +86.5% | -49.8% | -6.8% |
| 5Y | +160.6% | +93.0% | +67.6% | +68.2% |
| 10Y | +56.2% | +174.5% | -118.3% | -19.5% |
| All | +56.2% | +170.5% | -114.3% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling