+42.9%
XOP vs CLX
+9.5%
+33.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +1.2% |
| 7D | +6.3% | +9.5% | -3.2% | +8.6% |
| 30D | -6.6% | +30.7% | -37.3% | -0.9% |
| 3M | +3.6% | +4.2% | -0.7% | +5.3% |
| 6M | +10.8% | +22.1% | -11.4% | +16.7% |
| YTD | +48.3% | +14.1% | +34.2% | +48.0% |
| 1Y | +42.9% | +10.3% | +32.6% | +43.9% |
| All | +42.9% | +9.5% | +33.4% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling