+57.8%
XOP vs CRBG
+117.3%
-59.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +9.6% | +2.6% | +7.0% | +8.5% |
| 3M | +20.4% | +24.0% | -3.6% | +11.5% |
| 6M | +19.9% | +50.5% | -30.6% | +2.4% |
| YTD | +56.4% | +17.1% | +39.3% | +46.3% |
| 1Y | +52.4% | +5.9% | +46.6% | +48.0% |
| 3Y | +39.9% | +122.7% | -82.8% | -4.6% |
| All | +57.8% | +117.3% | -59.5% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling