+67.0%
XOP vs CI
+978.8%
-911.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.9% |
| 7D | -14.7% | -1.6% | -13.2% | -14.3% |
| 30D | -7.7% | +5.4% | -13.1% | -10.0% |
| 3M | +4.4% | +7.3% | -2.8% | +0.8% |
| 6M | +3.5% | +5.3% | -1.8% | +0.1% |
| YTD | +39.4% | +8.5% | +30.9% | +32.2% |
| 1Y | +39.8% | +17.1% | +22.7% | +28.0% |
| 3Y | +29.7% | +1.4% | +28.2% | +19.2% |
| 5Y | +78.6% | +50.5% | +28.1% | +34.8% |
| 10Y | +51.8% | +168.5% | -116.7% | -12.0% |
| All | +67.0% | +978.8% | -911.8% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling