+50.3%
XOP vs CP
+259.0%
-208.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.0% |
| 7D | +5.2% | +0.9% | +4.3% | +4.5% |
| 30D | -8.4% | +10.3% | -18.7% | -15.0% |
| 3M | +2.9% | +2.3% | +0.7% | +0.4% |
| 6M | +8.8% | +10.7% | -1.9% | -0.6% |
| YTD | +46.9% | +29.3% | +17.6% | +17.3% |
| 1Y | +41.5% | +31.5% | +10.0% | +11.4% |
| 3Y | +43.1% | +36.7% | +6.4% | +3.9% |
| 5Y | +92.2% | +26.8% | +65.4% | +43.5% |
| All | +50.3% | +259.0% | -208.8% | -53.3% |
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