+55.0%
XOP vs CLX
-3.7%
+58.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.1% |
| 7D | +2.6% | -5.7% | +8.3% | +2.2% |
| 30D | +9.6% | -17.0% | +26.6% | +8.3% |
| 3M | +20.4% | -9.7% | +30.0% | +19.7% |
| 6M | +19.9% | -19.8% | +39.7% | +19.1% |
| YTD | +56.4% | -9.8% | +66.2% | +56.0% |
| 1Y | +52.4% | -26.2% | +78.6% | +50.8% |
| 3Y | +39.9% | -36.2% | +76.1% | +37.6% |
| 5Y | +163.7% | -38.3% | +202.1% | +159.1% |
| All | +55.0% | -3.7% | +58.7% | +48.2% |
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