+42.4%
XOP vs CRS
-8.4%
+50.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -3.3% |
| 7D | -12.7% | -6.6% | -6.1% | -13.3% |
| 30D | -7.6% | -29.5% | +21.9% | -10.6% |
| 3M | +5.8% | -51.1% | +56.9% | -2.6% |
| 6M | -2.7% | -37.3% | +34.5% | -6.9% |
| YTD | +39.7% | -11.2% | +50.9% | +33.1% |
| 1Y | +42.4% | -11.5% | +53.9% | +36.0% |
| All | +42.4% | -8.4% | +50.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling