-9.3%
XOP vs CNH
+64.7%
-73.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.9% | -2.8% |
| 7D | +2.6% | +23.3% | -20.7% | -7.9% |
| 30D | +15.4% | +33.5% | -18.0% | -0.9% |
| 3M | +12.1% | +32.7% | -20.7% | -5.0% |
| 6M | +19.7% | +22.2% | -2.5% | +3.1% |
| YTD | +52.4% | +57.7% | -5.3% | +13.7% |
| 1Y | +47.6% | +28.0% | +19.6% | +22.2% |
| 3Y | +34.4% | +11.5% | +22.8% | +14.5% |
| 5Y | +154.4% | +11.9% | +142.5% | +107.5% |
| 10Y | +54.7% | +162.8% | -108.1% | -24.5% |
| All | -9.3% | +64.7% | -73.9% | -53.1% |
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