+155.1%
XOP vs CP
+32.0%
+123.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +2.6% | -2.7% | +5.2% | +3.7% |
| 30D | +15.4% | +0.2% | +15.3% | +15.1% |
| 3M | +12.1% | +2.6% | +9.5% | +10.3% |
| 6M | +19.7% | +6.0% | +13.7% | +15.0% |
| YTD | +52.4% | +24.9% | +27.5% | +33.8% |
| 1Y | +47.6% | +20.1% | +27.4% | +32.0% |
| 3Y | +34.4% | +16.4% | +18.0% | +18.9% |
| All | +155.1% | +32.0% | +123.1% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling