+39.9%
XOP vs CNI
+19.7%
+20.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +9.6% | -2.7% | +12.3% | +10.5% |
| 3M | +20.4% | +3.9% | +16.4% | +18.6% |
| 6M | +19.9% | +16.4% | +3.5% | +12.5% |
| YTD | +56.4% | +25.8% | +30.6% | +41.0% |
| 1Y | +52.4% | +32.4% | +20.1% | +33.9% |
| 3Y | +39.9% | +19.1% | +20.8% | +26.5% |
| All | +39.9% | +19.7% | +20.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling