-16.8%
XOP vs CNH
+46.6%
-63.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.9% | -10.7% | -5.0% |
| 7D | -10.0% | +8.6% | -18.6% | -13.9% |
| 30D | -9.1% | +12.6% | -21.6% | -14.7% |
| 3M | +5.1% | +17.5% | -12.4% | -5.2% |
| 6M | +6.4% | +18.1% | -11.7% | -6.4% |
| YTD | +39.7% | +40.4% | -0.7% | +8.9% |
| 1Y | +37.2% | +34.0% | +3.2% | +9.1% |
| 3Y | +37.6% | +35.3% | +2.3% | +3.1% |
| 5Y | +76.5% | -5.1% | +81.6% | +54.9% |
| 10Y | +42.6% | +124.0% | -81.4% | -25.7% |
| All | -16.8% | +46.6% | -63.4% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling