+153.3%
XOP vs CPAY
+55.3%
+98.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.6% | -2.0% | +4.6% | +3.4% |
| 30D | +9.6% | -0.4% | +10.0% | +9.6% |
| 3M | +20.4% | +16.4% | +4.0% | +12.6% |
| 6M | +19.9% | +23.5% | -3.6% | +8.0% |
| YTD | +56.4% | +35.7% | +20.7% | +32.7% |
| 1Y | +52.4% | +30.2% | +22.3% | +31.3% |
| 3Y | +39.9% | +49.7% | -9.8% | +7.7% |
| All | +153.3% | +55.3% | +98.0% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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