+67.0%
XOP vs CP
+1,072.6%
-1,005.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +1.0% |
| 7D | -14.7% | +2.8% | -17.5% | -16.6% |
| 30D | -7.7% | +10.2% | -17.9% | -14.2% |
| 3M | +4.4% | +2.4% | +2.1% | +1.8% |
| 6M | +3.5% | +7.7% | -4.1% | -3.4% |
| YTD | +39.4% | +26.0% | +13.4% | +14.4% |
| 1Y | +39.8% | +34.6% | +5.2% | +9.2% |
| 3Y | +29.7% | +26.7% | +3.0% | +2.0% |
| 5Y | +78.6% | +24.9% | +53.7% | +38.7% |
| 10Y | +51.8% | +258.6% | -206.8% | -43.7% |
| All | +67.0% | +1,072.6% | -1,005.6% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling