+82.5%
XOP vs CMS
+903.0%
-820.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | +15.4% | -3.6% | +19.0% | +17.7% |
| 3M | +12.1% | -1.9% | +14.0% | +12.7% |
| 6M | +19.7% | -11.0% | +30.7% | +26.7% |
| YTD | +52.4% | +0.2% | +52.2% | +50.3% |
| 1Y | +47.6% | -1.3% | +48.9% | +46.3% |
| 3Y | +34.4% | +35.9% | -1.6% | +6.7% |
| 5Y | +154.4% | +23.1% | +131.3% | +107.6% |
| 10Y | +54.7% | +117.9% | -63.2% | -28.4% |
| All | +82.5% | +903.0% | -820.4% | -82.8% |
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