+82.5%
XOP vs CP
+1,062.8%
-980.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.1% |
| 7D | +2.6% | -2.7% | +5.2% | +4.3% |
| 30D | +15.4% | +0.2% | +15.3% | +14.9% |
| 3M | +12.1% | +2.6% | +9.5% | +9.3% |
| 6M | +19.7% | +6.0% | +13.7% | +12.3% |
| YTD | +52.4% | +24.9% | +27.5% | +26.6% |
| 1Y | +47.6% | +20.1% | +27.4% | +25.6% |
| 3Y | +34.4% | +16.4% | +18.0% | +13.0% |
| 5Y | +154.4% | +31.7% | +122.7% | +90.7% |
| 10Y | +54.7% | +223.9% | -169.2% | -38.1% |
| All | +82.5% | +1,062.8% | -980.3% | -74.7% |
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