+54.8%
XOP vs CRL
+249.3%
-194.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.8% |
| 7D | +1.6% | -6.9% | +8.6% | +3.7% |
| 30D | +9.6% | -3.2% | +12.8% | +10.4% |
| 3M | +16.9% | +46.5% | -29.6% | +3.3% |
| 6M | +24.0% | +63.1% | -39.1% | +4.2% |
| YTD | +56.2% | +36.9% | +19.3% | +37.7% |
| 1Y | +51.8% | +78.1% | -26.3% | +21.5% |
| 3Y | +37.0% | +36.7% | +0.3% | +12.2% |
| 5Y | +163.4% | -38.1% | +201.5% | +187.0% |
| All | +54.8% | +249.3% | -194.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling