+50.2%
XOP vs CMS
+117.1%
-67.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +0.6% | +1.2% | -0.6% | +0.4% |
| 30D | +16.5% | -3.2% | +19.7% | +17.3% |
| 3M | +15.7% | -2.2% | +17.9% | +16.1% |
| 6M | +19.2% | -9.4% | +28.6% | +21.4% |
| YTD | +55.0% | +0.7% | +54.3% | +54.0% |
| 1Y | +54.2% | +0.4% | +53.8% | +53.2% |
| 3Y | +35.9% | +35.2% | +0.7% | +24.9% |
| 5Y | +162.4% | +24.1% | +138.3% | +144.4% |
| 10Y | +50.2% | +115.8% | -65.6% | +48.3% |
| All | +50.2% | +117.1% | -67.0% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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