+73.1%
XOP vs CNP
+634.2%
-561.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -7.3% | +5.0% | -12.3% | -10.4% |
| 3M | +1.4% | +2.7% | -1.3% | -0.8% |
| 6M | +7.8% | -1.9% | +9.6% | +8.0% |
| YTD | +44.5% | +8.8% | +35.8% | +34.5% |
| 1Y | +37.0% | +5.6% | +31.4% | +30.0% |
| 3Y | +40.8% | +63.2% | -22.4% | -4.9% |
| 5Y | +88.7% | +73.8% | +14.9% | +19.3% |
| 10Y | +49.9% | +144.0% | -94.2% | -32.5% |
| All | +73.1% | +634.2% | -561.1% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling