+77.6%
XOP vs CLX
+240.5%
-162.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.2% | +0.7% |
| 7D | +6.3% | +9.5% | -3.2% | +4.7% |
| 30D | -6.6% | +30.7% | -37.3% | -11.1% |
| 3M | +3.6% | +4.2% | -0.7% | +2.6% |
| 6M | +10.8% | +22.1% | -11.4% | +5.9% |
| YTD | +48.3% | +14.1% | +34.2% | +42.6% |
| 1Y | +42.9% | +10.3% | +32.6% | +38.5% |
| 3Y | +43.3% | -7.8% | +51.1% | +42.4% |
| 5Y | +94.0% | -20.8% | +114.8% | +95.2% |
| 10Y | +53.7% | +31.9% | +21.9% | +2.8% |
| All | +77.6% | +240.5% | -162.9% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling