+50.3%
XOP vs CRL
+354.1%
-303.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +5.2% | +8.9% | -3.7% | +2.5% |
| 30D | -8.4% | +14.0% | -22.3% | -12.1% |
| 3M | +2.9% | +19.8% | -16.9% | -3.0% |
| 6M | +8.8% | +102.0% | -93.2% | -13.5% |
| YTD | +46.9% | +70.8% | -23.9% | +20.8% |
| 1Y | +41.5% | +98.7% | -57.2% | +10.4% |
| 3Y | +43.1% | +98.2% | -55.0% | +3.6% |
| 5Y | +92.2% | -11.7% | +103.9% | +85.6% |
| All | +50.3% | +354.1% | -303.8% | -24.3% |
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