+41.6%
XOP vs CLBK
+60.9%
-19.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +6.3% | +0.9% | +5.5% | +5.9% |
| 30D | -6.6% | +3.4% | -10.0% | -8.2% |
| 3M | +3.6% | -4.3% | +7.8% | +5.5% |
| 6M | +10.8% | +28.4% | -17.6% | -2.9% |
| YTD | +48.3% | +59.4% | -11.1% | +15.0% |
| 1Y | +42.9% | +64.8% | -21.9% | +8.7% |
| 3Y | +43.3% | +50.6% | -7.3% | +7.8% |
| 5Y | +94.0% | +28.3% | +65.7% | +42.5% |
| All | +41.6% | +60.9% | -19.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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