+162.4%
XOP vs CNH
+7.1%
+155.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.2% | +3.5% |
| 7D | +0.6% | +8.8% | -8.2% | -2.5% |
| 30D | +16.5% | +24.7% | -8.1% | +7.4% |
| 3M | +15.7% | +27.3% | -11.6% | +4.8% |
| 6M | +19.2% | +23.2% | -4.0% | +7.5% |
| YTD | +55.0% | +48.9% | +6.0% | +27.7% |
| 1Y | +54.2% | +19.4% | +34.8% | +39.5% |
| 3Y | +35.9% | +7.8% | +28.1% | +25.2% |
| 5Y | +162.4% | +8.7% | +153.7% | +122.8% |
| All | +162.4% | +7.1% | +155.3% | +122.8% |
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