+87.3%
XOP vs CNQ
+671.2%
-583.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +9.6% | +6.2% | +3.4% | +4.6% |
| 3M | +20.4% | +12.4% | +8.0% | +10.0% |
| 6M | +19.9% | +9.0% | +10.9% | +11.8% |
| YTD | +56.4% | +52.2% | +4.2% | +13.3% |
| 1Y | +52.4% | +65.0% | -12.6% | +3.8% |
| 3Y | +39.9% | +78.8% | -39.0% | -11.7% |
| 5Y | +163.7% | +286.0% | -122.3% | -4.8% |
| 10Y | +56.8% | +420.7% | -363.9% | -57.7% |
| All | +87.3% | +671.2% | -583.9% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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