+45.3%
XOP vs CNC
+122.0%
-76.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +12.6% | -19.0% | -6.5% |
| 7D | -10.5% | +13.4% | -23.9% | -10.6% |
| 30D | -4.3% | +18.2% | -22.6% | -4.7% |
| 3M | +4.7% | +18.6% | -14.0% | +4.2% |
| 6M | -0.1% | +41.9% | -42.0% | -1.5% |
| YTD | +43.8% | +84.7% | -40.9% | +40.5% |
| 1Y | +45.3% | +110.5% | -65.2% | +42.5% |
| All | +45.3% | +122.0% | -76.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling