+51.7%
XOP vs CI
+146.2%
-94.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +6.3% | +1.2% | +5.2% | +5.8% |
| 30D | -6.6% | +2.6% | -9.2% | -7.9% |
| 3M | +3.6% | +7.4% | -3.9% | -0.2% |
| 6M | +10.8% | -0.1% | +10.9% | +9.4% |
| YTD | +48.3% | +9.7% | +38.5% | +39.5% |
| 1Y | +42.9% | +12.1% | +30.8% | +32.9% |
| 3Y | +43.3% | +7.0% | +36.3% | +26.6% |
| 5Y | +94.0% | +49.7% | +44.3% | +36.7% |
| All | +51.7% | +146.2% | -94.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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