+73.1%
XOP vs CMS
+928.3%
-855.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.8% |
| 7D | +0.5% | -1.1% | +1.6% | +1.1% |
| 30D | -7.3% | +6.6% | -13.9% | -10.8% |
| 3M | +1.4% | +0.8% | +0.6% | +0.6% |
| 6M | +7.8% | -3.3% | +11.1% | +8.8% |
| YTD | +44.5% | +2.7% | +41.8% | +40.1% |
| 1Y | +37.0% | -4.0% | +41.1% | +38.2% |
| 3Y | +40.8% | +37.6% | +3.2% | +11.1% |
| 5Y | +88.7% | +35.4% | +53.2% | +45.0% |
| 10Y | +49.9% | +136.0% | -86.2% | -34.7% |
| All | +73.1% | +928.3% | -855.2% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling