+44.0%
XOP vs CP
+255.2%
-211.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.0% |
| 7D | -8.4% | +2.8% | -11.2% | -10.4% |
| 30D | -8.4% | +11.0% | -19.4% | -15.4% |
| 3M | +0.2% | +3.8% | -3.7% | -3.3% |
| 6M | +7.2% | +9.5% | -2.3% | -1.3% |
| YTD | +40.8% | +28.2% | +12.6% | +13.1% |
| 1Y | +36.3% | +33.0% | +3.3% | +6.3% |
| 3Y | +37.2% | +35.5% | +1.6% | +0.2% |
| 5Y | +86.6% | +25.8% | +60.8% | +40.1% |
| 10Y | +44.0% | +250.7% | -206.7% | -54.2% |
| All | +44.0% | +255.2% | -211.2% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling