+155.1%
XOP vs CI
+42.7%
+112.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | +15.4% | +4.4% | +11.0% | +14.3% |
| 3M | +12.1% | +0.7% | +11.4% | +11.6% |
| 6M | +19.7% | +0.3% | +19.3% | +19.0% |
| YTD | +52.4% | +3.8% | +48.6% | +50.2% |
| 1Y | +47.6% | -5.5% | +53.0% | +47.6% |
| 3Y | +34.4% | +8.1% | +26.3% | +24.5% |
| All | +155.1% | +42.7% | +112.4% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling