+162.4%
XOP vs CRL
-37.4%
+199.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.2% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +16.5% | +5.0% | +11.6% | +15.4% |
| 3M | +15.7% | +50.6% | -34.9% | +6.3% |
| 6M | +19.2% | +60.9% | -41.7% | +6.9% |
| YTD | +55.0% | +40.7% | +14.2% | +42.5% |
| 1Y | +54.2% | +73.3% | -19.1% | +34.2% |
| 3Y | +35.9% | +40.6% | -4.7% | +18.5% |
| 5Y | +162.4% | -37.0% | +199.4% | +143.5% |
| All | +162.4% | -37.4% | +199.8% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling