+51.7%
XOP vs CLX
+32.0%
+19.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +1.0% |
| 7D | +6.3% | +9.5% | -3.2% | +7.1% |
| 30D | -6.6% | +30.7% | -37.3% | -4.7% |
| 3M | +3.6% | +4.2% | -0.7% | +4.2% |
| 6M | +10.8% | +22.1% | -11.4% | +12.7% |
| YTD | +48.3% | +14.1% | +34.2% | +50.7% |
| 1Y | +42.9% | +10.3% | +32.6% | +45.0% |
| 3Y | +43.3% | -7.8% | +51.1% | +44.8% |
| 5Y | +94.0% | -20.8% | +114.8% | +94.3% |
| All | +51.7% | +32.0% | +19.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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