+35.9%
XOP vs CNP
+54.5%
-18.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.5% |
| 7D | +0.6% | +1.6% | -1.0% | +0.3% |
| 30D | +16.5% | -0.8% | +17.3% | +16.6% |
| 3M | +15.7% | -3.6% | +19.3% | +16.4% |
| 6M | +19.2% | -6.9% | +26.1% | +20.6% |
| YTD | +55.0% | +6.4% | +48.5% | +52.2% |
| 1Y | +54.2% | +9.9% | +44.2% | +50.2% |
| 3Y | +35.9% | +53.1% | -17.2% | +18.7% |
| All | +35.9% | +54.5% | -18.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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