+92.7%
XOP vs CNH
-17.7%
+110.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +6.3% | +3.0% | +3.3% | +5.0% |
| 30D | -6.6% | -0.6% | -6.0% | -6.8% |
| 3M | +3.6% | +14.6% | -11.1% | -2.5% |
| 6M | +10.8% | +11.8% | -1.0% | +3.6% |
| YTD | +48.3% | +30.4% | +17.8% | +27.1% |
| 1Y | +42.9% | +19.1% | +23.9% | +27.2% |
| 3Y | +43.3% | +30.2% | +13.1% | +16.7% |
| All | +92.7% | -17.7% | +110.3% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling