+153.3%
XOP vs CNC
+10.7%
+142.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | 0.0% |
| 7D | +2.6% | -0.9% | +3.6% | +2.7% |
| 30D | +9.6% | -1.0% | +10.6% | +9.6% |
| 3M | +20.4% | +4.5% | +15.8% | +19.7% |
| 6M | +19.9% | +85.2% | -65.3% | +13.7% |
| YTD | +56.4% | +61.4% | -5.0% | +49.6% |
| 1Y | +52.4% | +94.9% | -42.4% | +43.1% |
| 3Y | +39.9% | 0.0% | +39.9% | +37.3% |
| All | +153.3% | +10.7% | +142.5% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling