+82.5%
XOP vs CLX
+185.3%
-102.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +2.6% | -9.2% | +11.8% | +4.4% |
| 30D | +15.4% | -11.0% | +26.5% | +17.9% |
| 3M | +12.1% | +5.0% | +7.0% | +10.4% |
| 6M | +19.7% | -18.8% | +38.5% | +23.6% |
| YTD | +52.4% | -4.4% | +56.8% | +51.7% |
| 1Y | +47.6% | -21.9% | +69.4% | +53.3% |
| 3Y | +34.4% | -32.8% | +67.1% | +42.6% |
| 5Y | +154.4% | -34.6% | +188.9% | +165.7% |
| 10Y | +54.7% | -4.7% | +59.4% | +17.4% |
| All | +82.5% | +185.3% | -102.8% | -36.3% |
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