+56.2%
XOP vs CNH
+157.1%
-100.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.5% |
| 7D | +1.0% | +1.8% | -0.9% | -0.2% |
| 30D | +10.8% | +32.6% | -21.8% | -4.9% |
| 3M | +19.5% | +29.4% | -10.0% | +1.9% |
| 6M | +21.6% | +26.0% | -4.4% | +2.3% |
| YTD | +55.8% | +52.2% | +3.6% | +17.0% |
| 1Y | +54.6% | +23.9% | +30.8% | +29.3% |
| 3Y | +36.6% | +10.1% | +26.5% | +16.2% |
| 5Y | +160.6% | +13.2% | +147.5% | +106.7% |
| 10Y | +56.2% | +160.7% | -104.4% | -29.4% |
| All | +56.2% | +157.1% | -100.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling