+35.9%
XOP vs CRBG
+120.4%
-84.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +1.4% | +1.0% | +0.5% | +1.2% |
| 30D | +7.2% | +1.0% | +6.2% | +6.8% |
| 3M | +17.6% | +22.1% | -4.5% | +10.7% |
| 6M | +16.3% | +51.0% | -34.7% | +1.3% |
| YTD | +54.6% | +17.6% | +37.0% | +46.7% |
| 1Y | +52.1% | +8.0% | +44.2% | +48.6% |
| 3Y | +35.9% | +118.0% | -82.1% | -0.3% |
| All | +35.9% | +120.4% | -84.5% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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