+68.6%
XOP vs CPB
+20.5%
+48.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -8.4% | +2.9% | -11.2% | -9.2% |
| 30D | -8.4% | +17.6% | -25.9% | -12.5% |
| 3M | +0.2% | +2.0% | -1.9% | -1.0% |
| 6M | +7.2% | +11.6% | -4.4% | +2.8% |
| YTD | +40.8% | -13.8% | +54.6% | +44.1% |
| 1Y | +36.3% | -21.6% | +57.8% | +43.1% |
| 3Y | +37.2% | -35.8% | +73.0% | +49.0% |
| 5Y | +86.6% | -33.3% | +119.9% | +95.0% |
| 10Y | +44.0% | -39.4% | +83.5% | +46.8% |
| All | +68.6% | +20.5% | +48.2% | +5.9% |
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