+76.5%
XOP vs CNP
+74.6%
+1.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -10.0% | -4.3% | -5.7% | -8.6% |
| 30D | -9.1% | +5.7% | -14.8% | -10.8% |
| 3M | +5.1% | +0.9% | +4.2% | +4.6% |
| 6M | +6.4% | -1.1% | +7.4% | +6.3% |
| YTD | +39.7% | +8.3% | +31.5% | +34.6% |
| 1Y | +37.2% | +5.9% | +31.3% | +33.3% |
| 3Y | +37.6% | +64.6% | -27.0% | +7.5% |
| 5Y | +76.5% | +74.6% | +1.9% | +33.1% |
| All | +76.5% | +74.6% | +1.9% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling