+160.6%
XOP vs CLBK
+41.8%
+118.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.0% | -1.5% | +2.4% | +1.3% |
| 30D | +10.8% | +6.7% | +4.2% | +9.1% |
| 3M | +19.5% | +21.2% | -1.7% | +13.9% |
| 6M | +21.6% | +42.0% | -20.4% | +11.2% |
| YTD | +55.8% | +63.3% | -7.4% | +36.9% |
| 1Y | +54.6% | +65.4% | -10.7% | +35.0% |
| 3Y | +36.6% | +52.5% | -15.8% | +19.6% |
| 5Y | +160.6% | +42.0% | +118.7% | +98.3% |
| All | +160.6% | +41.8% | +118.8% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling