+35.2%
XOP vs CPB
-40.7%
+75.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.8% |
| 7D | +2.6% | -8.6% | +11.2% | +2.8% |
| 30D | +15.4% | -7.2% | +22.7% | +15.6% |
| 3M | +12.1% | +0.9% | +11.2% | +11.9% |
| 6M | +19.7% | -11.8% | +31.5% | +20.2% |
| YTD | +52.4% | -19.4% | +71.8% | +53.9% |
| 1Y | +47.6% | -30.4% | +77.9% | +50.3% |
| All | +35.2% | -40.7% | +75.9% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling