+35.2%
XOP vs CP
+19.6%
+15.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +2.6% | -2.7% | +5.2% | +3.3% |
| 30D | +15.4% | +0.2% | +15.3% | +15.3% |
| 3M | +12.1% | +2.6% | +9.5% | +10.9% |
| 6M | +19.7% | +6.0% | +13.7% | +16.8% |
| YTD | +52.4% | +24.9% | +27.5% | +38.6% |
| 1Y | +47.6% | +20.1% | +27.4% | +36.3% |
| All | +35.2% | +19.6% | +15.5% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling