+67.3%
XOP vs CHRW
+308.7%
-241.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.1% |
| 7D | -10.0% | +0.2% | -10.2% | -10.2% |
| 30D | -9.1% | -9.4% | +0.3% | -5.8% |
| 3M | +5.1% | -13.3% | +18.3% | +10.0% |
| 6M | +6.4% | -24.2% | +30.5% | +15.9% |
| YTD | +39.7% | -18.9% | +58.6% | +43.5% |
| 1Y | +37.2% | -12.4% | +49.6% | +35.3% |
| 3Y | +37.6% | +72.2% | -34.6% | -10.6% |
| 5Y | +76.5% | +53.4% | +23.1% | +18.2% |
| 10Y | +42.6% | +127.0% | -84.3% | -26.2% |
| All | +67.3% | +308.7% | -241.3% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling