+50.2%
XOP vs CP
+219.6%
-169.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +0.6% | +2.4% | -1.8% | -1.1% |
| 30D | +16.5% | -0.5% | +17.1% | +16.6% |
| 3M | +15.7% | +1.4% | +14.3% | +13.7% |
| 6M | +19.2% | +10.3% | +8.9% | +8.4% |
| YTD | +55.0% | +24.3% | +30.7% | +28.0% |
| 1Y | +54.2% | +20.4% | +33.7% | +29.9% |
| 3Y | +35.9% | +21.8% | +14.1% | +8.5% |
| 5Y | +162.4% | +31.5% | +130.9% | +88.6% |
| 10Y | +50.2% | +223.2% | -173.1% | -48.3% |
| All | +50.2% | +219.6% | -169.5% | -48.3% |
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