+155.1%
XOP vs CMS
+23.4%
+131.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +15.4% | -3.6% | +19.0% | +16.1% |
| 3M | +12.1% | -1.9% | +14.0% | +12.2% |
| 6M | +19.7% | -11.0% | +30.7% | +21.8% |
| YTD | +52.4% | +0.2% | +52.2% | +51.6% |
| 1Y | +47.6% | -1.3% | +48.9% | +47.0% |
| 3Y | +34.4% | +35.9% | -1.6% | +24.2% |
| All | +155.1% | +23.4% | +131.7% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling