+51.8%
XOP vs CLBK
+66.6%
-14.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.6% | -1.4% | +3.0% | +1.7% |
| 30D | +9.6% | +4.5% | +5.1% | +9.5% |
| 3M | +16.9% | +22.8% | -5.9% | +16.4% |
| 6M | +24.0% | +43.4% | -19.4% | +22.4% |
| YTD | +56.2% | +64.1% | -7.9% | +50.1% |
| 1Y | +51.8% | +67.6% | -15.8% | +45.9% |
| All | +51.8% | +66.6% | -14.8% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling