+85.6%
XOP vs CNC
+958.7%
-873.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.3% | +2.5% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | +16.5% | -1.8% | +18.3% | +16.9% |
| 3M | +15.7% | -0.7% | +16.4% | +15.3% |
| 6M | +19.2% | +47.9% | -28.7% | +7.1% |
| YTD | +55.0% | +56.9% | -2.0% | +36.6% |
| 1Y | +54.2% | +123.9% | -69.7% | +23.4% |
| 3Y | +35.9% | -1.3% | +37.1% | +24.9% |
| 5Y | +162.4% | +2.8% | +159.7% | +133.9% |
| 10Y | +50.2% | +90.9% | -40.7% | +12.6% |
| All | +85.6% | +958.7% | -873.1% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling