+67.3%
XOP vs CMS
+927.2%
-859.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -10.0% | -0.9% | -9.1% | -9.6% |
| 30D | -9.1% | +7.1% | -16.1% | -12.8% |
| 3M | +5.1% | -1.3% | +6.4% | +5.4% |
| 6M | +6.4% | -2.7% | +9.0% | +7.0% |
| YTD | +39.7% | +2.6% | +37.1% | +35.6% |
| 1Y | +37.2% | -2.0% | +39.2% | +36.7% |
| 3Y | +37.6% | +39.6% | -2.0% | +7.6% |
| 5Y | +76.5% | +35.3% | +41.2% | +35.6% |
| 10Y | +42.6% | +132.3% | -89.7% | -37.0% |
| All | +67.3% | +927.2% | -859.9% | -84.4% |
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 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