+82.5%
XOP vs CPB
+12.6%
+70.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | 0.0% |
| 7D | +2.6% | -8.6% | +11.2% | +4.9% |
| 30D | +15.4% | -7.2% | +22.7% | +17.5% |
| 3M | +12.1% | +0.9% | +11.2% | +10.9% |
| 6M | +19.7% | -11.8% | +31.5% | +22.4% |
| YTD | +52.4% | -19.4% | +71.8% | +59.5% |
| 1Y | +47.6% | -30.4% | +77.9% | +60.5% |
| 3Y | +34.4% | -40.2% | +74.5% | +49.2% |
| 5Y | +154.4% | -39.5% | +193.9% | +174.8% |
| 10Y | +54.7% | -47.4% | +102.1% | +68.0% |
| All | +82.5% | +12.6% | +70.0% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling