+44.0%
XOP vs CHRW
+126.6%
-82.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -8.4% | -3.4% | -5.0% | -7.3% |
| 30D | -8.4% | -9.4% | +1.0% | -5.9% |
| 3M | +0.2% | -12.6% | +12.8% | +3.5% |
| 6M | +7.2% | -24.2% | +31.4% | +14.6% |
| YTD | +40.8% | -18.9% | +59.7% | +43.4% |
| 1Y | +36.3% | -13.7% | +50.0% | +35.0% |
| 3Y | +37.2% | +72.6% | -35.4% | -6.1% |
| 5Y | +86.6% | +55.6% | +31.1% | +30.3% |
| 10Y | +44.0% | +122.7% | -78.7% | -15.3% |
| All | +44.0% | +126.6% | -82.6% | -15.3% |
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