+67.3%
XOP vs CP
+1,096.2%
-1,028.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -1.2% |
| 7D | -10.0% | +2.8% | -12.8% | -12.0% |
| 30D | -9.1% | +11.3% | -20.4% | -16.1% |
| 3M | +5.1% | +2.9% | +2.2% | +2.1% |
| 6M | +6.4% | +9.8% | -3.4% | -2.1% |
| YTD | +39.7% | +28.5% | +11.2% | +13.0% |
| 1Y | +37.2% | +33.5% | +3.7% | +7.9% |
| 3Y | +37.6% | +31.9% | +5.7% | +5.2% |
| 5Y | +76.5% | +25.5% | +51.0% | +36.8% |
| 10Y | +42.6% | +257.6% | -214.9% | -47.0% |
| All | +67.3% | +1,096.2% | -1,028.9% | -77.4% |
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